XML Schema "fpml-recordkeeping-processes-5-13.xsd"
Target Namespace:
http://www.fpml.org/FpML-5/recordkeeping
Version:
$Revision: 7629 $
Defined Components:
elements (8 global + 200 local), complexTypes (34), element groups (3)
Default Namespace-Qualified Form:
Local Elements: qualified; Local Attributes: unqualified
Schema Location:
C:\init\trunk\xml\recordkeeping\fpml-recordkeeping-processes-5-13.xsd; see XML source
Includes Schemas (4):
fpml-com-5-13.xsd [src], fpml-eq-shared-5-13.xsd [src], fpml-reg-reporting-shared-5-13.xsd [src], fpml-reg-reporting-shared-5-13.xsd [src]
Included in Schemas (1):
fpml-main-5-13.xsd [src]
All Element Summary
actionType (in asic_derivativesTransactionRules_2013)
A notation to indicate whether the report being made relates to : (a) a Reportable Transaction that is an entry into of an arrangement that is a Derivative, in which case the notation must be "new"; (b) a Reportable Transaction that is a modification of an arrangement that is a Derivative, in which case the notation must be "modify"; (c) a Reportable Transaction that is a termination of an arrangement that is a Derivative, in which case the notation must be "cancel"; or (d) a compression of a Derivative, in which case the notation must be "compression".
Type:
ActionType
Content:
simple, 1 attribute
Defined:
locally within RegulatoryClassification.ASIC_2013 complexType; see XML source
actionType (in cftc_part45_2019)
Reports a regulator-specific code for the action associated with this submission.
Type:
ActionType
Content:
simple, 1 attribute
Defined:
locally within RegulatoryClassification.Part45_2019 complexType; see XML source
actionType (in csa_derivativesReporting_2016)
Describes the type of event to the transaction (e.g., new transaction, modification or cancellation of existing transaction, etc.).
Type:
ActionType
Content:
simple, 1 attribute
Defined:
locally within RegulatoryClassification.CSA_2016 complexType; see XML source
actionType (in esma_emirRts_2015)
Reports a regulator-specific code for the action associated with this submission.
Type:
ActionType
Content:
simple, 1 attribute
Defined:
locally within RegulatoryClassification.EMIR_2015 complexType; see XML source
actionType (in esma_sftrRts_2019)
SFTR notation to indicate whether the report is New, Modification, Valuation, Collateral update, Error, Correction, Termination / Early Termination or Position component
Type:
ActionType
Content:
simple, 1 attribute
Defined:
locally within RegulatoryClassification.SFTR_2019 complexType; see XML source
additionalData (in regulatoryReportingAcknowledgement)
Type:
AdditionalData
Content:
complex, 5 elements
Defined:
locally within RegulatoryReportingAcknowledgement complexType; see XML source
admissionToTrading (in esma_mifirRts23_2015)
Type:
AdmissionToTrading
Content:
complex, 5 elements
Defined:
locally within RegulatoryClassification.MifirRTS23_2015 complexType; see XML source
agreementDate (in eventTimestamps)
When the details of the event were agreed.
Type:
xsd:date
Content:
simple
Defined:
locally within EventTimestamps complexType; see XML source
allocationAgent
Identifies the party responsible for executing the allocation for the counterparty
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within RegulatoryClassification.Part45_2012 complexType; see XML source
allocationStatus (in cftc_part45_2012)
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
Type:
AllocationReportingStatus
Content:
simple, 1 attribute
Defined:
locally within RegulatoryClassification.Part45_2012 complexType; see XML source
allocationStatus (in cftc_part45_2019)
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
Type:
AllocationReportingStatus
Content:
simple, 1 attribute
Defined:
locally within RegulatoryClassification.Part45_2019 complexType; see XML source
applicableRegulations
All the regulators to which this trade should be reported.
Type:
ApplicableRegulations
Content:
complex, 1 element
Defined:
locally within RegulatoryDisclosure complexType; see XML source
asic_derivativesTransactionRules_2013
Type:
RegulatoryClassification.ASIC_2013
Content:
complex, 6 elements
Defined:
locally within RegulationDetails complexType; see XML source
asOfDate (in nonpublicExecutionReport)
The date for which this document reports positions and valuations.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within NonpublicExecutionReport complexType; see XML source
asOfDate (in regulatoryDisclosure)
The date for which this document reports positions and valuations.
Type:
IdentifiedDate
Content:
simple, 1 attribute
Defined:
locally within RegulatoryDisclosure complexType; see XML source
asOfTime (in nonpublicExecutionReport)
The time for which this report was generated (i.e., the cut-off time of the report).
Type:
xsd:time
Content:
simple
Defined:
locally within NonpublicExecutionReport complexType; see XML source
asOfTime (in regulatoryDisclosure)
The time for which this report was generated (i.e., the cut-off time of the report).
Type:
xsd:time
Content:
simple
Defined:
locally within RegulatoryDisclosure complexType; see XML source
cancellation
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryClassification.Part43_2012 complexType; see XML source
cancellationOfPublicReporting
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryClassification.Part43_2019 complexType; see XML source
cftc_part43_2012
Type:
RegulatoryClassification.Part43_2012
Content:
complex, 9 elements
Defined:
locally within RegulationDetails complexType; see XML source
cftc_part43_2019
Type:
RegulatoryClassification.Part43_2019
Content:
complex, 16 elements
Defined:
locally within RegulationDetails complexType; see XML source
cftc_part45_2012
Type:
RegulatoryClassification.Part45_2012
Content:
complex, 24 elements
Defined:
locally within RegulationDetails complexType; see XML source
cftc_part45_2019
Type:
RegulatoryClassification.Part45_2019
Content:
complex, 32 elements
Defined:
locally within RegulationDetails complexType; see XML source
cleared (in cftc_part43_2012)
Type:
xsd:token
Content:
simple
Defined:
locally within RegulatoryClassification.Part43_2012 complexType; see XML source
cleared (in cftc_part43_2019)
Type:
xsd:token
Content:
simple
Defined:
locally within RegulatoryClassification.Part43_2019 complexType; see XML source
clearingService
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within RegulatoryClassification.Part43_2019 complexType; see XML source
clearingStatus (in cpmiIoscoCDE)
Indicator of whether the transaction has been cleared, or is intended to be cleared, by a central counterparty.
Type:
ClearingStatusValue
Content:
simple, 1 attribute
Defined:
locally within RegReporting.CDE complexType; see XML source
clientAccountType
Specifies whether the reporting party takes a Principal or an Agent role in this trade.
Type:
TradeCategory
Content:
simple, 1 attribute
Defined:
locally within RegulatoryClassification.Part45_2019 complexType; see XML source
code
Type:
ESMABenchmarkIndexCode
Content:
simple
Defined:
locally within ESMAIndexIdentification complexType; see XML source
collateralization (in nonpublicExecutionReport)
Type:
RegulatoryReportingCollateralization
Content:
complex, 7 elements
Defined:
locally within NonpublicExecutionReport complexType; see XML source
collateralization (in regulatoryDisclosure)
Type:
RegulatoryReportingCollateralization
Content:
complex, 7 elements
Defined:
locally within RegulatoryDisclosure complexType; see XML source
collateralizationType (in cftc_part43_2012)
Type:
CollateralizationType
Content:
simple, 1 attribute
Defined:
locally within RegulatoryClassification.Part43_2012 complexType; see XML source
collateralizationType (in cftc_part43_2019)
Type:
CollateralizationType
Content:
simple, 1 attribute
Defined:
locally within RegulatoryClassification.Part43_2019 complexType; see XML source
collateralizationType (in cftc_part45_2012)
Type:
CollateralizationType
Content:
simple, 1 attribute
Defined:
locally within RegulatoryClassification.Part45_2012 complexType; see XML source
collateralizationType (in cftc_part45_2019)
Type:
CollateralizationType
Content:
simple, 1 attribute
Defined:
locally within RegulatoryClassification.Part45_2019 complexType; see XML source
collateralPortfolioContainsNonReportableComponents
Indicator of whether the collateral portfolio includes transactions exempt from reporting.
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryClassification.Part45_2019 complexType; see XML source
collateralTypeAllowed
Identifies the types of collateral that may be posted according to the CSA.
Type:
xsd:token
Content:
simple
Defined:
locally within RegulatoryClassification.Part45_2019 complexType; see XML source
confirmationMethod (in cftc_part45_2012)
Used to describe how the trade was confirmed, e.g via a confirmation facility, via private electronic service, or via written documentation.
Type:
ConfirmationMethod
Content:
simple, 1 attribute
Defined:
locally within RegulatoryClassification.Part45_2012 complexType; see XML source
confirmationMethod (in cftc_part45_2019)
Used to describe how the trade was confirmed, e.g via a confirmation facility, via private electronic service, or via written documentation.
Type:
ConfirmationMethod
Content:
simple, 1 attribute
Defined:
locally within RegulatoryClassification.Part45_2019 complexType; see XML source
confirmationStatus
For new reportable transactions (as defined by the CPMI-IOSCO Technical Guidance: Harmonisation of the Unique Transaction Identifier), whether the legally binding terms of an OTC derivatives contract were documented and agreed upon (confirmed) or not (unconfirmed).
Type:
xsd:token
Content:
simple
Defined:
locally within RegReporting.CDE complexType; see XML source
contractType (in cftc_part45_2012)
Indicatdes the CFTC Contract type.
Type:
ProductId
Content:
simple, 1 attribute
Defined:
locally within RegulatoryClassification.Part45_2012 complexType; see XML source
contractType (in esma_emirRts_2015)
ESMA prodcut classification
Type:
ESMAContractType
Content:
simple, 1 attribute
Defined:
locally within ESMALevel3.model group; see XML source
counterPartyClassification
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.
Type:
EntityClassification
Content:
simple, 1 attribute
Defined:
locally within RegulatoryClassification.EMIR_2015 complexType; see XML source
counterPartyClearingExemption
Identifies the type of clearing exemption that the Counterparty 2 has elected (if not indicated previously).
Type:
xsd:token
Content:
simple
Defined:
locally within RegulatoryClassification.Part45_2019 complexType; see XML source
counterPartyisEEA
Indicates whether the counterparty is in the European Economic Area
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryClassification.EMIR_2015 complexType; see XML source
counterPartyIsUsPerson (in cftc_part45_2012)
whether the counterparty is a US person
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryClassification.Part45_2012 complexType; see XML source
counterPartyIsUsPerson (in cftc_part45_2019)
whether the counterparty is a US person
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryClassification.Part45_2019 complexType; see XML source
counterPartyOrganizationType (in cftc_part45_2012)
E.g.
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within RegulatoryClassification.Part45_2012 complexType; see XML source
counterPartyOrganizationType (in cftc_part45_2019)
E.g.
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within RegulatoryClassification.Part45_2019 complexType; see XML source
cpmiIoscoCDE
The revised state of the trade or its final state for a lifecycle ending event
Type:
RegReporting.CDE
Content:
complex, 6 elements
Defined:
locally within RegulatoryDisclosure complexType; see XML source
creditDetails (in esma_emirRts_2015)
Type:
ESMACreditDetails
Content:
complex, 2 elements
Defined:
locally within ESMALevel3.model group; see XML source
csa_derivativesReporting_2016
Type:
RegulatoryClassification.CSA_2016
Content:
complex, 6 elements
Defined:
locally within RegulationDetails complexType; see XML source
currencyPairClassification (in esma_mifirRts23_2015)
Reports a regulator-specific code classifying the currency pair in the trade into risk categories such as Major Currencies or Emerging Markets.
Type:
CurrencyPairClassification
Content:
simple, 2 attributes
Defined:
locally within RegulatoryClassification.MifirRTS23_2015 complexType; see XML source
deliveryType (in esma_emirRts_2015)
ESMA delivery type
Type:
ESMADeliveryType
Content:
simple, 1 attribute
Defined:
locally within ESMALevel3.model group; see XML source
disseminationId (in cftc_part43_2019)
Type:
xsd:token
Content:
simple
Defined:
locally within RegulatoryClassification.Part43_2019 complexType; see XML source
disseminationTime
Type:
xsd:dateTime
Content:
simple
Defined:
locally within RegulatoryClassification.Part43_2019 complexType; see XML source
earlyTerminationDate
Effective date of the early termination (expiry) of the reported transaction.
Type:
xsd:date
Content:
simple
Defined:
locally within RegReporting.CDE complexType; see XML source
effectiveDate (in eventTimestamps)
When the event is actually effective from
Type:
xsd:date
Content:
simple
Defined:
locally within EventTimestamps complexType; see XML source
endUserException (in cftc_part43_2019)
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryClassification.Part43_2019 complexType; see XML source
endUserException (in cftc_part45_2012)
Specifies whether the trade is not obligated to be cleared via a derivative clearing organization, i.e. wehter there is an exemption from clearing.
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryClassification.Part45_2012 complexType; see XML source
endUserException (in cftc_part45_2019)
Specifies whether the trade is not obligated to be cleared via a derivative clearing organization, i.e. wehter there is an exemption from clearing.
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryClassification.Part45_2019 complexType; see XML source
endUserExceptionDeclaration (in cftc_part45_2012)
Claims an end user exception and provides supporting evidence.
Type:
EndUserExceptionDeclaration
Content:
complex, 4 elements
Defined:
locally within RegulatoryClassification.Part45_2012 complexType; see XML source
endUserExceptionDeclaration (in cftc_part45_2019)
Claims an end user exception and provides supporting evidence.
Type:
EndUserExceptionDeclaration
Content:
complex, 4 elements
Defined:
locally within RegulatoryClassification.Part45_2019 complexType; see XML source
endUserExceptionReason (in cftc_part45_2012)
Specifies a reason that the trade is exempted from a clearing requirement.
Type:
ClearingExceptionReason
Content:
simple, 1 attribute
Defined:
locally within RegulatoryClassification.Part45_2012 complexType; see XML source
endUserExceptionReason (in cftc_part45_2019)
Specifies a reason that the trade is exempted from a clearing requirement.
Type:
ClearingExceptionReason
Content:
simple, 1 attribute
Defined:
locally within RegulatoryClassification.Part45_2019 complexType; see XML source
entryDateTime
When the agreed details where recorded.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within EventTimestamps complexType; see XML source
esma_emirRts_2015
Type:
RegulatoryClassification.EMIR_2015
Content:
complex, 16 elements
Defined:
locally within RegulationDetails complexType; see XML source
esma_mifirRts22_2015
Type:
RegulatoryClassification.MifirRTS22_2015
Content:
complex, 12 elements
Defined:
locally within RegulationDetails complexType; see XML source
esma_mifirRts23_2015
Type:
RegulatoryClassification.MifirRTS23_2015
Content:
complex, 13 elements
Defined:
locally within RegulationDetails complexType; see XML source
esma_mifirRts24_2015
Type:
RegulatoryClassification.MifirRTS24_2015
Content:
complex, 13 elements
Defined:
locally within RegulationDetails complexType; see XML source
esma_mifirRts6a_2015
Type:
RegulatoryClassification.MifirRTS6a_2015
Content:
complex, 13 elements
Defined:
locally within RegulationDetails complexType; see XML source
esma_mifirRts6b_2015
Type:
RegulatoryClassification.MifirRTS6b_2015
Content:
complex, 13 elements
Defined:
locally within RegulationDetails complexType; see XML source
esma_sftrRts_2019
Type:
RegulatoryClassification.SFTR_2019
Content:
complex, 4 elements
Defined:
locally within RegulationDetails complexType; see XML source
eventId (in regulatoryDisclosure)
A unique event identifier.
Type:
EventId
Content:
simple, 2 attributes
Defined:
locally within RegulatoryDisclosure complexType; see XML source
eventIdentifier (in nonpublicExecutionReportRetracted)
Individual parties should only use a single event identifier to identify a retraction.
Type:
BusinessEventIdentifier
Content:
complex, 1 attribute, 3 elements
Defined:
locally within NonpublicExecutionReportRetracted complexType; see XML source
eventTimestamps
Various timestamps related to the event.
Type:
EventTimestamps
Content:
complex, 4 elements
Defined:
locally within RegulatoryDisclosure complexType; see XML source
eventType (in cftc_part45_2019)
Explanation for the action being take on the transaction.
Type:
xsd:token
Content:
simple
Defined:
locally within RegulatoryClassification.Part45_2019 complexType; see XML source
eventType (in csa_derivativesReporting_2016)
Indicate whether the transaction resulted from a post-transaction service (e.g. compression, reconciliation, etc.) or from a lifecycle event (e.g. novation, amendment, etc.).
Type:
xsd:token
Content:
simple
Defined:
locally within RegulatoryClassification.CSA_2016 complexType; see XML source
eventType (in regulatoryDisclosure)
A structured code indicating the event type.
Type:
EventTaxonomy
Content:
simple, 1 attribute
Defined:
locally within RegulatoryDisclosure complexType; see XML source
exceedsClearingThreshold (in esma_emirRts_2015)
Indicates whether the counterparty exceeds the volume threshold above which trades are required to be cleared.
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryClassification.EMIR_2015 complexType; see XML source
exception
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.
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryTradingObligation complexType; see XML source
exceptionDeclaration
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.
Type:
FacilityExecutionExceptionDeclaration
Content:
complex, 4 elements
Defined:
locally within RegulatoryTradingObligation complexType; see XML source
executionDateTime (in eventTimestamps)
When the event was executed.
Type:
xsd:dateTime
Content:
simple
Defined:
locally within EventTimestamps complexType; see XML source
executionType (in cftc_part45_2012)
Used to describe how the trade was executed, e.g. via voice or electronically.
Type:
ExecutionType
Content:
simple, 1 attribute
Defined:
locally within RegulatoryClassification.Part45_2012 complexType; see XML source
executionType (in cftc_part45_2019)
Used to describe how the trade was executed, e.g. via voice or electronically.
Type:
ExecutionType
Content:
simple, 1 attribute
Defined:
locally within RegulatoryClassification.Part45_2019 complexType; see XML source
executionVenueType (in cftc_part43_2012)
Type:
ExecutionVenueType
Content:
simple, 1 attribute
Defined:
locally within RegulatoryClassification.Part43_2012 complexType; see XML source
executionVenueType (in cftc_part43_2019)
Type:
ExecutionVenueType
Content:
simple, 1 attribute
Defined:
locally within RegulatoryClassification.Part43_2019 complexType; see XML source
executionVenueType (in cftc_part45_2012)
Used to describe the type of venue where trade was executed, e.g via an execution facility or privately.
Type:
ExecutionVenueType
Content:
simple, 1 attribute
Defined:
locally within RegulatoryClassification.Part45_2012 complexType; see XML source
executionVenueType (in cftc_part45_2019)
Used to describe the type of venue where trade was executed, e.g via an execution facility or privately.
Type:
ExecutionVenueType
Content:
simple, 1 attribute
Defined:
locally within RegulatoryClassification.Part45_2019 complexType; see XML source
finalContractualSettlementDate (in cpmiIoscoCDE)
Unadjusted date as per the contract, by which all transfer of cash or assets should take place and the counterparties should no longer have any outstanding obligations to each other under that contract.
Type:
xsd:date
Content:
simple
Defined:
locally within RegReporting.CDE complexType; see XML source
fullyWithdrawn
Indicates if the trade is now fully withdrawn from all regulatory reports.
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryWithdrawal complexType; see XML source
header (in regulatoryReportingAcknowledgement)
Standard FpML message header
Type:
ResponseMessageHeader
Content:
complex, 10 elements
Defined:
locally within RegulatoryReportingAcknowledgement complexType; see XML source
header (in regulatoryReportingException)
Type:
ExceptionMessageHeader
Content:
complex, 10 elements
Defined:
locally within RegulatoryReportingException complexType; see XML source
inapplicableRegulation
Indicates which regulation the trade is to withdrawn from.
Type:
InapplicableRegulation
Content:
complex, 4 elements
Defined:
locally within RegulatoryWithdrawal complexType; see XML source
index (in underlyer in esma_emirRts_2015)
Type:
ESMAIndexIdentification
Content:
complex, 2 elements
Defined:
locally within ESMAProductUnderlyer complexType; see XML source
indexFactor (in creditDetails in esma_emirRts_2015)
Type:
NonNegativeDecimal
Content:
simple
Defined:
locally within ESMACreditDetails complexType; see XML source
instrumentId (in underlyer in esma_emirRts_2015)
Type:
InstrumentId
Content:
simple, 1 attribute
Defined:
locally within ESMAProductUnderlyer complexType; see XML source
intentToAllocate (in cftc_part45_2012)
Specifies whether the trade is anticipated to be allocated.
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryClassification.Part45_2012 complexType; see XML source
interAffiliate (in asic_derivativesTransactionRules_2013)
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryClassification.ASIC_2013 complexType; see XML source
interAffiliate (in csa_derivativesReporting_2016)
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryClassification.CSA_2016 complexType; see XML source
interAffiliate (in mas_sfa_2013)
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryClassification.MAS_2013 complexType; see XML source
interAffiliateClearingExemptionParty
Identifies which party is electing the inter-affiliate exmption to the clearing requirement pursuant to section 50.52
Type:
PartyReference
Content:
empty, 1 attribute
Defined:
locally within RegulatoryClassification.Part45_2019 complexType; see XML source
isAccountingHedge (in asic_derivativesTransactionRules_2013)
If the Reporting Entity is not an Australian ADI, an AFS Licensee, a CS Facility Licensee, an Exempt Foreign Licensee or a Foreign ADI, an indication of whether the Derivative to which the Reportable Transaction relates is entered into by the Reporting Entity for the purpose of managing a financial risk that arises in the ordinary course of business.
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryClassification.ASIC_2013 complexType; see XML source
isCommodityHedge (in esma_mifirRts22_2015)
Whether the transaction reduces risk in an objectively measurable way.
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryClassification.MifirRTS22_2015 complexType; see XML source
isCommodityHedge (in esma_mifirRts23_2015)
Whether the transaction reduces risk in an objectively measurable way.
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryClassification.MifirRTS23_2015 complexType; see XML source
isCorrection (in regulatoryDisclosure)
Indicates if this message corrects an earlier submission.
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryDisclosure complexType; see XML source
isSecuritiesFinancing (in esma_mifirRts22_2015)
Whether the transaction falls within the scope of activity but is exempted from reporting under [Securities Financing Transactions Regulation]
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryClassification.MifirRTS22_2015 complexType; see XML source
largeSizeTrade (in cftc_part43_2012)
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryClassification.Part43_2012 complexType; see XML source
largeSizeTrade (in cftc_part43_2019)
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryClassification.Part43_2019 complexType; see XML source
largeSizeTrade (in cftc_part45_2012)
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.
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryClassification.Part45_2012 complexType; see XML source
largeSizeTrade (in cftc_part45_2019)
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.
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryClassification.Part45_2019 complexType; see XML source
lastFloatingReferenceResetDate
The date of the most recent sampling of the floating reference for the purposes of determining cashflow.
Type:
xsd:date
Content:
simple
Defined:
locally within RegulatoryClassification.Part45_2019 complexType; see XML source
mandatorilyClearable (in cftc_part45_2012)
Whether the particular trade type in question is required by this regulator to be cleared.
Type:
ReportingBoolean
Content:
simple, 1 attribute
Defined:
locally within RegulatoryClassification.Part45_2012 complexType; see XML source
mandatorilyClearable (in cftc_part45_2019)
Whether the particular trade type in question is required by this regulator to be cleared.
Type:
ReportingBoolean
Content:
simple, 1 attribute
Defined:
locally within RegulatoryClassification.Part45_2019 complexType; see XML source
mandatorilyClearable (in esma_emirRts_2015)
Type:
CanonicalBoolean
Content:
simple
Defined:
locally within RegulatoryClassification.EMIR_2015 complexType; see XML source
mas_sfa_2013
Type:
RegulatoryClassification.MAS_2013
Content:
complex, 4 elements
Defined:
locally within RegulationDetails complexType; see XML source
maturityDate (in underlyer in esma_emirRts_2015)
Type:
xsd:date
Content:
simple
Defined:
locally within ESMAProductUnderlyer complexType; see XML source
maturityDate (in underlyer in esma_emirRts_2015)
Type:
xsd:date
Content:
simple
Defined:
locally within ESMAProductUnderlyer complexType; see XML source
mixedSwap
Indicates whether the swap is a mixed swap as defined by CFTC Part 45 (i.e. subject to reporting to both CFTC and SEC).
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryClassification.Part45_2012 complexType; see XML source
multiAssetSwap
Indicates whether the swap is a multi-asset swap as defined by CFTC Part 45.
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryClassification.Part45_2012 complexType; see XML source
name (in index in underlyer in esma_emirRts_2015)
Type:
ESMAIndexName
Content:
simple
Defined:
locally within ESMAIndexIdentification complexType; see XML source
nextFloatingReferenceResetDate
The nearest date in the future that the floating reference resets on
Type:
xsd:date
Content:
simple
Defined:
locally within RegulatoryClassification.Part45_2019 complexType; see XML source
nonpublicExecutionReport
Non public execution report message.
Type:
NonpublicExecutionReport
Content:
complex, 3 attributes, 32 elements
Defined:
globally; see XML source
Used:
never
nonpublicExecutionReportAcknowledgement
Acknowledgement message for nonpublicExecutionReport.
Type:
Acknowledgement
Content:
complex, 3 attributes, 9 elements
Defined:
globally; see XML source
Used:
never
nonpublicExecutionReportException
Exception message for nonpublicExecutionReport.
Type:
Exception
Content:
complex, 3 attributes, 7 elements
Defined:
globally; see XML source
Used:
never
nonpublicExecutionReportRetracted
Retraction message for nonpublicExecutionReport.
Type:
NonpublicExecutionReportRetracted
Content:
complex, 3 attributes, 29 elements
Defined:
globally; see XML source
Used:
never
offMarketPrice (in cftc_part43_2012)
Indicates that the price does not reflect the current market.
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryClassification.Part43_2012 complexType; see XML source
offMarketPrice (in cftc_part43_2019)
Indicates that the price does not reflect the current market.
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryClassification.Part43_2019 complexType; see XML source
onBehalfOf (in regulatoryDisclosure)
Indicates which party (or parties) (and accounts) a trade or event is being processed for.
Type:
OnBehalfOf
Content:
complex, 2 elements
Defined:
locally within RegulatoryDisclosure complexType; see XML source
onBehalfOf (in regulatoryWithdrawal)
Indicates which party (or parties) (and accounts) a trade or event is being processed for.
Type:
OnBehalfOf
Content:
complex, 2 elements
Defined:
locally within RegulatoryWithdrawal complexType; see XML source
originalDisseminationId
Type:
xsd:token
Content:
simple
Defined:
locally within RegulatoryClassification.Part43_2019 complexType; see XML source
originatingEvent (in nonpublicExecutionReport)
Type:
OriginatingEvent
Content:
simple, 1 attribute
Defined:
locally within NonpublicExecutionReport complexType; see XML source
originatingEvent (in nonpublicExecutionReportRetracted)
Type:
OriginatingEvent
Content:
simple, 1 attribute
Defined:
locally within NonpublicExecutionReportRetracted complexType; see XML source
other
Type:
RegulatoryClassification.Other
Content:
complex, 5 elements
Defined:
locally within RegulationDetails complexType; see XML source
pacakageWithNonReportableComponent
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegReportingPackageInfo complexType; see XML source
packageContainsNonReportableComponents
Indicator of whether the package in which this trade was traded includes transactions exempt from reporting.
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryClassification.Part45_2019 complexType; see XML source
packageIdentifier (in packageInfo)
Type:
IssuerTradeId
Content:
complex, 2 elements
Defined:
locally within RegReportingPackageInfo complexType; see XML source
packageInfo
Type:
RegReportingPackageInfo
Content:
complex, 2 elements
Defined:
locally within RegulatoryClassification.Part43_2019 complexType; see XML source
party (in regulatoryDisclosure)
The supporting party definitions.
Type:
Party
Content:
complex, 1 attribute, 13 elements
Defined:
locally within RegulatoryDisclosure complexType; see XML source
party (in regulatoryReportingAcknowledgement)
Reference information about parties, business units, and persons involed in the trade.
Type:
Party
Content:
complex, 1 attribute, 13 elements
Defined:
locally within RegulatoryReportingAcknowledgement complexType; see XML source
party (in regulatoryWithdrawal)
The supporting party definitions.
Type:
Party
Content:
complex, 1 attribute, 13 elements
Defined:
locally within RegulatoryWithdrawal complexType; see XML source
payment (in regulatoryDisclosure)
Payments in settlement of the event
Type:
NonNegativePayment
Content:
complex, 1 attribute, 6 elements
Defined:
locally within RegulatoryDisclosure complexType; see XML source
postPricedIndicator (in cftc_part43_2019)
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryClassification.Part43_2019 complexType; see XML source
primaryAssetClass (in nonpublicExecutionReportRetracted)
Type:
AssetClass
Content:
simple, 1 attribute
Defined:
locally within NonpublicExecutionReportRetracted complexType; see XML source
primaryAssetClass (in regulatoryWithdrawal)
The asset class of the underlying product.
Type:
AssetClass
Content:
simple, 1 attribute
Defined:
locally within RegulatoryWithdrawal complexType; see XML source
quote (in regulatoryDisclosure)
Pricing information for the trade.
Type:
BasicQuotation
Content:
complex, 1 attribute, 15 elements
Defined:
locally within RegulatoryDisclosure complexType; see XML source
regulation (in inapplicableRegulation)
Type:
RegulationName
Content:
simple, 1 attribute
Defined:
locally within InapplicableRegulation complexType; see XML source
regulation (in inapplicableRegulation)
Type:
RegulationName
Content:
simple, 1 attribute
Defined:
locally within InapplicableRegulation complexType; see XML source
regulationSpecificInformation
All the regulations that this trade should be reported under.
Type:
RegulationDetails
Content:
complex, 15 elements
Defined:
locally within RegulatoryDisclosure complexType; see XML source
regulatoryDisclosure
Regulatory disclosure message used for reporting to trade repositories.
Type:
RegulatoryDisclosure
Content:
complex, 3 attributes, 22 elements
Defined:
globally; see XML source
Used:
never
regulatoryReportingAcknowledgement
Used to report that a regulatory reporting message (e.g. regulatory disclosure or withdrawal) was processed successfully, and the status of reporting to any regulators.
Type:
RegulatoryReportingAcknowledgement
Content:
complex, 3 attributes, 5 elements
Defined:
globally; see XML source
Used:
never
regulatoryReportingException
Used to report that a regulatory reporting message was not processed successfully, and the reasons for that.
Type:
RegulatoryReportingException
Content:
complex, 3 attributes, 3 elements
Defined:
globally; see XML source
Used:
never
regulatoryWithdrawal
Message used to request withdrawal from one or more jurisdictions.
Type:
RegulatoryWithdrawal
Content:
complex, 3 attributes, 9 elements
Defined:
globally; see XML source
Used:
never
relatedParty (defined in RelatedPartyAndPerson.model group)
This may be used to identify one or more parties that perform a role within the transaction.
Type:
RelatedParty
Content:
complex, 4 elements
Defined:
locally within RelatedPartyAndPerson.model group; see XML source
relatedParty (in nonpublicExecutionReportRetracted)
This may be used to identify one or more parties that perform a role within the transaction.
Type:
RelatedParty
Content:
complex, 4 elements
Defined:
locally within NonpublicExecutionReportRetracted complexType; see XML source
relatedParty (in regulatoryWithdrawal)
Type:
RelatedParty
Content:
complex, 4 elements
Defined:
locally within RegulatoryWithdrawal complexType; see XML source
relatedPerson (defined in RelatedPartyAndPerson.model group)
Provides information about a person that executed or supports this trade
Type:
RelatedPerson
Content:
complex, 2 elements
Defined:
locally within RelatedPartyAndPerson.model group; see XML source
reportingLevel (in esma_sftrRts_2019)
An indication whether the report is done at trade or position level.
Type:
ReportingLevel
Content:
simple, 2 attributes
Defined:
locally within RegulatoryClassification.SFTR_2019 complexType; see XML source
reportingPartyClassification
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.
Type:
EntityClassification
Content:
simple, 1 attribute
Defined:
locally within RegulatoryClassification.EMIR_2015 complexType; see XML source
reportingPartyClearingExemption
Identifies the type of clearing exemption that the Counterparty 1 has elected (if not indicated previously).
Type:
xsd:token
Content:
simple
Defined:
locally within RegulatoryClassification.Part45_2019 complexType; see XML source
reportingPartyOrganizationType (in cftc_part45_2012)
E.g.
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within RegulatoryClassification.Part45_2012 complexType; see XML source
reportingPartyOrganizationType (in cftc_part45_2019)
E.g.
Type:
xsd:normalizedString
Content:
simple
Defined:
locally within RegulatoryClassification.Part45_2019 complexType; see XML source
reportingPurpose (defined in ReportingRoleAndPurpose.model group)
The reason this message is being sent, for example Snapshot, PET, Confirmation, RealTimePublic.
Type:
ReportingPurpose
Content:
simple, 1 attribute
Defined:
locally within ReportingRoleAndPurpose.model group; see XML source
reportingRole (defined in ReportingRoleAndPurpose.model group)
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 ReportingRoleAndPurpose.model group; see XML source
reportingStatus (in regulatoryReportingAcknowledgement)
Information about how the position is being reported to regulators.
Type:
ReportingStatus
Content:
complex, 8 elements
Defined:
locally within RegulatoryReportingAcknowledgement complexType; see XML source
scheduledDate
Upcoming important dates for the trade.
Type:
ScheduledDateBase
Content:
complex, 3 elements
Defined:
locally within NonpublicExecutionReport complexType; see XML source
seniority (in creditDetails in esma_emirRts_2015)
Type:
ESMACreditSeniority
Content:
simple, 1 attribute
Defined:
locally within ESMACreditDetails complexType; see XML source
seniority (in esma_mifirRts23_2015)
DEPRECATED.
Type:
CreditSeniority
Content:
simple, 1 attribute
Defined:
locally within RegulatoryClassification.MifirRTS23_2015 complexType; see XML source
shortSale (in esma_mifirRts22_2015)
Classification of the transaction as a short sale or not and, if short, of the type of transaction.
Type:
ShortSale
Content:
simple, 1 attribute
Defined:
locally within RegulatoryClassification.MifirRTS22_2015 complexType; see XML source
specialEntityType
The type of Special entity/utility special entity that is reported by the reporting counterparty as per Section 23.401(c) and Section 1.3 (ggg)(4)(i)(B)(2), respectively.
Type:
xsd:token
Content:
simple
Defined:
locally within RegulatoryClassification.Part45_2019 complexType; see XML source
supervisoryBody (in asic_derivativesTransactionRules_2013)
Type:
xsd:token
Content:
simple
Defined:
locally within RegulatoryClassification.ASIC_2013 complexType; see XML source
supervisoryBody (in cftc_part43_2012)
Type:
xsd:token
Content:
simple
Defined:
locally within RegulatoryClassification.Part43_2012 complexType; see XML source
supervisoryBody (in cftc_part43_2019)
Type:
xsd:token
Content:
simple
Defined:
locally within RegulatoryClassification.Part43_2019 complexType; see XML source
supervisoryBody (in cftc_part45_2012)
Type:
xsd:token
Content:
simple
Defined:
locally within RegulatoryClassification.Part45_2012 complexType; see XML source
supervisoryBody (in cftc_part45_2019)
Type:
xsd:token
Content:
simple
Defined:
locally within RegulatoryClassification.Part45_2019 complexType; see XML source
supervisoryBody (in csa_derivativesReporting_2016)
Type:
xsd:token
Content:
simple
Defined:
locally within RegulatoryClassification.CSA_2016 complexType; see XML source
supervisoryBody (in esma_emirRts_2015)
The regulator or other supervisory body the organization is registered with (e.g.
Type:
SupervisoryBody.EMIR
Content:
simple
Defined:
locally within RegulatoryClassification.EMIR_2015 complexType; see XML source
supervisoryBody (in esma_mifirRts22_2015)
Type:
xsd:token
Content:
simple
Defined:
locally within RegulatoryClassification.MifirRTS22_2015 complexType; see XML source
supervisoryBody (in esma_mifirRts23_2015)
Type:
xsd:token
Content:
simple
Defined:
locally within RegulatoryClassification.MifirRTS23_2015 complexType; see XML source
supervisoryBody (in esma_mifirRts24_2015)
Type:
xsd:token
Content:
simple
Defined:
locally within RegulatoryClassification.MifirRTS24_2015 complexType; see XML source
supervisoryBody (in esma_mifirRts6a_2015)
Type:
xsd:token
Content:
simple
Defined:
locally within RegulatoryClassification.MifirRTS6a_2015 complexType; see XML source
supervisoryBody (in esma_mifirRts6b_2015)
Type:
xsd:token
Content:
simple
Defined:
locally within RegulatoryClassification.MifirRTS6b_2015 complexType; see XML source
supervisoryBody (in inapplicableRegulation)
Type:
xsd:token
Content:
simple
Defined:
locally within InapplicableRegulation complexType; see XML source
supervisoryBody (in mas_sfa_2013)
Type:
xsd:token
Content:
simple
Defined:
locally within RegulatoryClassification.MAS_2013 complexType; see XML source
supervisoryBody (in other)
The regulator or other supervisory body the organization is registered with (e.g.
Type:
SupervisoryBody
Content:
simple, 1 attribute
Defined:
locally within RegulatoryClassification.Other complexType; see XML source
trade (in nonpublicExecutionReport)
Type:
Trade
Content:
complex, 1 attribute, 13 elements
Defined:
locally within NonpublicExecutionReport complexType; see XML source
trade (in nonpublicExecutionReportRetracted)
Type:
Trade
Content:
complex, 1 attribute, 13 elements
Defined:
locally within NonpublicExecutionReportRetracted complexType; see XML source
trade (in regulatoryDisclosure)
The revised state of the trade or its final state for a lifecycle ending event
Type:
Trade
Content:
complex, 1 attribute, 13 elements
Defined:
locally within RegulatoryDisclosure complexType; see XML source
tradedOnVenue
Whether the particular product must be executed on a SEF or DCM.
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryTradingObligation complexType; see XML source
tradeExecutionRequirementIndicator
The data element will indicate if the swap is subject to the trade execution requirement under CEA section 2(h)(8).
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryClassification.Part45_2019 complexType; see XML source
tradeIdentifier (in nonpublicExecutionReportRetracted)
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 13 elements
Defined:
locally within NonpublicExecutionReportRetracted complexType; see XML source
tradeIdentifier (in regulatoryReportingAcknowledgement)
identifies the affected trade
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 13 elements
Defined:
locally within RegulatoryReportingAcknowledgement complexType; see XML source
tradeIdentifier (in regulatoryWithdrawal)
identifies the affected trade
Type:
PartyTradeIdentifier
Content:
complex, 1 attribute, 13 elements
Defined:
locally within RegulatoryWithdrawal complexType; see XML source
tradePartyRelationshipType (in esma_emirRts_2015)
Indicates how the parties to the trade (the counterparties) are related to each other with respect to this reporting regime, e.g.
Type:
PartyRelationshipType
Content:
simple, 2 attributes
Defined:
locally within RegulatoryClassification.EMIR_2015 complexType; see XML source
tradingEvent (in nonpublicExecutionReport)
This is provided to support snapshot reporting that requires trading history.
Type:
TradingEventSummary
Content:
complex, 10 elements
Defined:
locally within NonpublicExecutionReport complexType; see XML source
tradingEvent (in nonpublicExecutionReportRetracted)
This is provided to support snapshot reporting that requires trading history.
Type:
TradingEventSummary
Content:
complex, 10 elements
Defined:
locally within NonpublicExecutionReportRetracted complexType; see XML source
tradingObligation (in esma_mifirRts22_2015)
Type:
RegulatoryTradingObligation
Content:
complex, 3 elements
Defined:
locally within RegulatoryClassification.MifirRTS22_2015 complexType; see XML source
tradingObligation (in esma_mifirRts23_2015)
Type:
RegulatoryTradingObligation
Content:
complex, 3 elements
Defined:
locally within RegulatoryClassification.MifirRTS23_2015 complexType; see XML source
tradingObligation (in esma_mifirRts24_2015)
Type:
RegulatoryTradingObligation
Content:
complex, 3 elements
Defined:
locally within RegulatoryClassification.MifirRTS24_2015 complexType; see XML source
tradingObligation (in esma_mifirRts6a_2015)
Type:
RegulatoryTradingObligation
Content:
complex, 3 elements
Defined:
locally within RegulatoryClassification.MifirRTS6a_2015 complexType; see XML source
tradingObligation (in esma_mifirRts6b_2015)
Type:
RegulatoryTradingObligation
Content:
complex, 3 elements
Defined:
locally within RegulatoryClassification.MifirRTS6b_2015 complexType; see XML source
tradingWaiver (in esma_mifirRts22_2015)
Classification of the pre-trade waiver, if any, that the transaction was executed under.
Type:
TradingWaiver
Content:
simple, 1 attribute
Defined:
locally within RegulatoryClassification.MifirRTS22_2015 complexType; see XML source
transmissionOfOrder (in esma_mifirRts23_2015)
Type:
xsd:boolean
Content:
simple
Defined:
locally within RegulatoryClassification.MifirRTS23_2015 complexType; see XML source
underlyer (in esma_emirRts_2015)
Type:
ESMAProductUnderlyer
Content:
complex, 4 elements
Defined:
locally within ESMALevel3.model group; see XML source
verificationMethod (in cftc_part45_2012)
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.
Type:
VerificationMethod
Content:
simple, 1 attribute
Defined:
locally within RegulatoryClassification.Part45_2012 complexType; see XML source
verificationMethod (in cftc_part45_2019)
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.
Type:
VerificationMethod
Content:
simple, 1 attribute
Defined:
locally within RegulatoryClassification.Part45_2019 complexType; see XML source
withdrawalReason
Type:
NormalizedString
Content:
simple
Defined:
locally within RegulatoryWithdrawal complexType; see XML source
withdrawalReasonCode
Type:
ReasonCode
Content:
simple, 1 attribute
Defined:
locally within InapplicableRegulation complexType; see XML source
Complex Type Summary
ESMAContractType
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ESMACreditDetails
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
ESMACreditSeniority
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ESMADeliveryType
Content:
simple, 1 attribute
Defined:
globally; see XML source
Includes:
definition of 1 attribute
Used:
at 1 location
ESMAIndexIdentification
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
ESMAProductUnderlyer
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
EventTimestamps
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
InapplicableRegulation
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
NonpublicExecutionReport
Content:
complex, 3 attributes, 32 elements
Defined:
globally; see XML source
Includes:
definitions of 8 elements
Used:
at 1 location
NonpublicExecutionReportRetracted
Content:
complex, 3 attributes, 29 elements
Defined:
globally; see XML source
Includes:
definitions of 8 elements
Used:
at 1 location
RegReporting.CDE
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
RegReportingPackageInfo
Content:
complex, 2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
RegulationDetails
Content:
complex, 15 elements
Defined:
globally; see XML source
Includes:
definitions of 15 elements
Used:
at 1 location
RegulatoryClassification
The base type which all regulatory classification types extend.
Content:
empty
Abstract:
(cannot be assigned directly to elements used in instance XML documents)
Defined:
globally; see XML source
Used:
at 16 locations
RegulatoryClassification.ASIC_2013
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
RegulatoryClassification.CSA_2016
Content:
complex, 6 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
RegulatoryClassification.EMIR_2015
Content:
complex, 16 elements
Defined:
globally; see XML source
Includes:
definitions of 8 elements
Used:
at 1 location
RegulatoryClassification.MAS_2013
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
RegulatoryClassification.MifirRTS22_2015
Content:
complex, 12 elements
Defined:
globally; see XML source
Includes:
definitions of 6 elements
Used:
at 1 location
RegulatoryClassification.MifirRTS23_2015
Content:
complex, 13 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
at 1 location
RegulatoryClassification.MifirRTS24_2015
Content:
complex, 13 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
RegulatoryClassification.MifirRTS6a_2015
Content:
complex, 13 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
RegulatoryClassification.MifirRTS6b_2015
Content:
complex, 13 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
RegulatoryClassification.Other
Content:
complex, 5 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
RegulatoryClassification.Part43_2012
Content:
complex, 9 elements
Defined:
globally; see XML source
Includes:
definitions of 7 elements
Used:
at 1 location
RegulatoryClassification.Part43_2019
Content:
complex, 16 elements
Defined:
globally; see XML source
Includes:
definitions of 14 elements
Used:
at 1 location
RegulatoryClassification.Part45_2012
Content:
complex, 24 elements
Defined:
globally; see XML source
Includes:
definitions of 20 elements
Used:
at 1 location
RegulatoryClassification.Part45_2019
Content:
complex, 32 elements
Defined:
globally; see XML source
Includes:
definitions of 28 elements
Used:
at 1 location
RegulatoryClassification.SFTR_2019
Content:
complex, 4 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 1 location
RegulatoryDisclosure
A type that defines a message to be used for reporting non-public information to a regulator, typically via a trade repository or other reporting service.
Content:
complex, 3 attributes, 22 elements
Defined:
globally; see XML source
Includes:
definitions of 15 elements
Used:
at 1 location
RegulatoryReportingAcknowledgement
A type defining an acknowledgement to a regulatory reporting submission, e.g. regulatoryDisclosure or regulatoryWithdrawal.
Content:
complex, 3 attributes, 5 elements
Defined:
globally; see XML source
Includes:
definitions of 5 elements
Used:
at 1 location
RegulatoryReportingException
A type defining the basic content for a message sent to inform another system that some exception has been detected in a regulatory reporting message.
Content:
complex, 3 attributes, 3 elements
Defined:
globally; see XML source
Includes:
definition of 1 element
Used:
at 1 location
RegulatoryTradingObligation
Content:
complex, 3 elements
Defined:
globally; see XML source
Includes:
definitions of 3 elements
Used:
at 5 locations
RegulatoryWithdrawal
A type defining the message used to request withdrawal from one or more jurisdictions.
Content:
complex, 3 attributes, 9 elements
Defined:
globally; see XML source
Includes:
definitions of 8 elements
Used:
at 1 location
Element Group Summary
ESMALevel3.model
Content:
4 elements
Defined:
globally; see XML source
Includes:
definitions of 4 elements
Used:
at 1 location
RelatedPartyAndPerson.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 5 locations
ReportingRoleAndPurpose.model
Content:
2 elements
Defined:
globally; see XML source
Includes:
definitions of 2 elements
Used:
at 15 locations
XML Source
<?xml version="1.0" encoding="utf-8"?>
<!--
== Copyright (c) 2022-2023 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-reg-reporting-shared-5-13.xsd"/>
<xsd:include schemaLocation="fpml-reg-reporting-shared-5-13.xsd"/>
<xsd:include schemaLocation="fpml-com-5-13.xsd"/>
<xsd:include schemaLocation="fpml-eq-shared-5-13.xsd"/>
<xsd:complexType name="ESMAContractType">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/esma-contract-type" name="contractTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ESMACreditDetails">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="seniority" type="ESMACreditSeniority"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="indexFactor" type="NonNegativeDecimal"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="ESMACreditSeniority">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/esma-credit-seniority" name="creditSeniorityScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ESMADeliveryType">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:simpleContent>
<xsd:extension base="Scheme">
<xsd:attribute default="http://www.fpml.org/coding-scheme/esma-delivery-type" name="deliveryTypeScheme" type="NonEmptyURI"/>
</xsd:extension>
</xsd:simpleContent>
</xsd:complexType>
<xsd:complexType name="ESMAIndexIdentification">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:choice>
<xsd:element name="code" type="ESMABenchmarkIndexCode"/>
<xsd:element name="name" type="ESMAIndexName"/>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="ESMAProductUnderlyer">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:choice>
<xsd:sequence>
<xsd:choice>
<xsd:element maxOccurs="unbounded" name="instrumentId" type="InstrumentId"/>
<xsd:element name="index" type="ESMAIndexIdentification"/>
</xsd:choice>
<xsd:element minOccurs="0" name="maturityDate" type="xsd:date"/>
</xsd:sequence>
<xsd:element name="maturityDate" type="xsd:date"/>
</xsd:choice>
</xsd:complexType>
<xsd:complexType name="EventTimestamps">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="agreementDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation>When the details of the event were agreed.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="entryDateTime" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation>When the agreed details where recorded.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="executionDateTime" type="xsd:dateTime">
<xsd:annotation>
<xsd:documentation>When the event was executed.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="effectiveDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation>When the event is actually effective from</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="InapplicableRegulation">
<xsd:annotation/>
<xsd:sequence>
<xsd:choice>
<xsd:sequence>
<xsd:element name="supervisoryBody" type="xsd:token"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="regulation" type="RegulationName"/>
</xsd:sequence>
<xsd:element name="regulation" type="RegulationName"/>
</xsd:choice>
<xsd:element minOccurs="0" name="withdrawalReasonCode" type="ReasonCode"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="NonpublicExecutionReport">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="CorrectableRequestMessage">
<xsd:sequence>
<xsd:element minOccurs="0" name="asOfDate" type="IdentifiedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date for which this document reports positions and valuations.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="asOfTime" type="xsd:time">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The time for which this report was generated (i.e., the cut-off time of the report).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="PortfolioReferenceBase.model">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Allows a reference to porftfolio request to be included, such as a portfolio compression request. NOTE: this is an element that is under assessment and may not be available in a subsequent working draft.
</xsd:documentation>
</xsd:annotation>
</xsd:group>
<xsd:choice minOccurs="0">
<xsd:sequence>
<xsd:element minOccurs="0" name="originatingEvent" type="OriginatingEvent"/>
<xsd:element name="trade" type="Trade"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="tradingEvent" type="TradingEventSummary">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This is provided to support snapshot reporting that requires trading history. Some implementations are using the "trade" event to report the current snapshot of a contract. In these cases it may also be necessary to report the most recent trading event to support regulatory reporting mandates. For this reason the tradingEvent is provided to allow that event to be attached to the trade report.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:group ref="PostTradeEventsBase.model"/>
<xsd:group ref="ChangeEventsBase.model"/>
<xsd:group ref="OptionsEventsBase.model"/>
<xsd:element ref="additionalEvent"/>
</xsd:choice>
<xsd:group minOccurs="0" ref="EventValuation.model"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="scheduledDate" type="ScheduledDateBase">
<xsd:annotation>
<xsd:documentation>
Upcoming important dates for the trade. Added to support CFTC Amendments to Part 43/45 (Published November 2020).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="2" minOccurs="0" name="collateralization" type="RegulatoryReportingCollateralization"/>
<xsd:group ref="PartiesAndAccounts.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="NonpublicExecutionReportRetracted">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="NonCorrectableRequestMessage">
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:choice minOccurs="0">
<xsd:sequence>
<xsd:element minOccurs="0" name="originatingEvent" type="OriginatingEvent"/>
<xsd:element name="trade" type="Trade"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="tradingEvent" type="TradingEventSummary">
<xsd:annotation>
<xsd:documentation xml:lang="en">
This is provided to support snapshot reporting that requires trading history. Some implementations are using the "trade" event to report the current snapshot of a contract. In these cases it may also be necessary to report the most recent trading event to support regulatory reporting mandates. For this reason the tradingEvent is provided to allow that event to be attached to the trade report.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:group ref="PostTradeEventsBase.model"/>
<xsd:group ref="ChangeEventsBase.model"/>
<xsd:group ref="OptionsEventsBase.model"/>
<xsd:element ref="additionalEvent"/>
</xsd:choice>
<xsd:sequence>
<xsd:element minOccurs="0" name="primaryAssetClass" type="AssetClass"/>
<xsd:element minOccurs="0" name="tradeIdentifier" type="PartyTradeIdentifier"/>
<xsd:element maxOccurs="2" minOccurs="0" name="eventIdentifier" type="BusinessEventIdentifier">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Individual parties should only use a single event identifier to identify a retraction. Platforms providing services on behalf of both parties in a transaction may provide event identifiers for both parties; in this case it is up to the recipient (the trade repository) to validate that the event IDs refer to the same event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="relatedParty" type="RelatedParty">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:sequence>
</xsd:choice>
<xsd:group minOccurs="0" ref="PartiesAndAccounts.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="RegReporting.CDE">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RegulatoryClassification">
<xsd:sequence>
<xsd:group minOccurs="0" ref="RegulatoryBuyerAndSeller.model"/>
<xsd:element minOccurs="0" name="finalContractualSettlementDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Unadjusted date as per the contract, by which all transfer of cash or assets should take place and the counterparties should no longer have any outstanding obligations to each other under that contract. For products that may not have a final contractual settlement date (eg American options), this data element reflects the date by which the transfer of cash or asset would take place if termination were to occur on the expiration date.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="earlyTerminationDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Effective date of the early termination (expiry) of the reported transaction. This data element is applicable if the termination of the transaction occurs prior to its maturity due to an ex-interim decision of a counterparty (or counterparties). Examples of early terminations (expiry) are: negotiated early termination; early termination under an optional early termination provision ("mutual put"); novation; offsetting (netting) transaction; option exercise; compression; early termination clause specified in the original contract which is a callable swap (bought embedded option); mutual credit break.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="clearingStatus" type="ClearingStatusValue">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicator of whether the transaction has been cleared, or is intended to be cleared, by a central counterparty.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="confirmationStatus" type="xsd:token">
<xsd:annotation>
<xsd:documentation xml:lang="en">
For new reportable transactions (as defined by the CPMI-IOSCO Technical Guidance: Harmonisation of the Unique Transaction Identifier), whether the legally binding terms of an OTC derivatives contract were documented and agreed upon (confirmed) or not (unconfirmed). If documented and agreed, whether such confirmation was done: - via a shared confirmation facility or platform, or a private/bilateral electronic system (electronic); - via a human-readable written document, such as fax, paper or manually processed e-mails (non-electronic).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="RegReportingPackageInfo">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="packageIdentifier" type="IssuerTradeId"/>
<xsd:element minOccurs="0" name="pacakageWithNonReportableComponent" type="xsd:boolean"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType name="RegulationDetails">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:sequence>
<xsd:element minOccurs="0" name="cftc_part43_2012" type="RegulatoryClassification.Part43_2012"/>
<xsd:element minOccurs="0" name="cftc_part43_2019" type="RegulatoryClassification.Part43_2019"/>
<xsd:element minOccurs="0" name="cftc_part45_2012" type="RegulatoryClassification.Part45_2012"/>
<xsd:element minOccurs="0" name="cftc_part45_2019" type="RegulatoryClassification.Part45_2019"/>
<xsd:element minOccurs="0" name="esma_emirRts_2015" type="RegulatoryClassification.EMIR_2015"/>
<xsd:element minOccurs="0" name="esma_mifirRts6a_2015" type="RegulatoryClassification.MifirRTS6a_2015"/>
<xsd:element minOccurs="0" name="esma_mifirRts6b_2015" type="RegulatoryClassification.MifirRTS6b_2015"/>
<xsd:element minOccurs="0" name="esma_mifirRts22_2015" type="RegulatoryClassification.MifirRTS22_2015"/>
<xsd:element minOccurs="0" name="esma_mifirRts23_2015" type="RegulatoryClassification.MifirRTS23_2015"/>
<xsd:element minOccurs="0" name="esma_mifirRts24_2015" type="RegulatoryClassification.MifirRTS24_2015"/>
<xsd:element minOccurs="0" name="csa_derivativesReporting_2016" type="RegulatoryClassification.CSA_2016"/>
<xsd:element minOccurs="0" name="mas_sfa_2013" type="RegulatoryClassification.MAS_2013"/>
<xsd:element minOccurs="0" name="esma_sftrRts_2019" type="RegulatoryClassification.SFTR_2019"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="other" type="RegulatoryClassification.Other"/>
</xsd:sequence>
</xsd:complexType>
<xsd:complexType abstract="true" name="RegulatoryClassification">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The base type which all regulatory classification types extend.
</xsd:documentation>
</xsd:annotation>
<xsd:sequence/>
</xsd:complexType>
<xsd:complexType name="RegulatoryClassification.ASIC_2013">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RegulatoryClassification">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="supervisoryBody" type="xsd:token"/>
<xsd:group minOccurs="0" ref="ReportingRoleAndPurpose.model"/>
<xsd:element minOccurs="0" name="interAffiliate" type="xsd:boolean"/>
<xsd:element minOccurs="0" name="actionType" type="ActionType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A notation to indicate whether the report being made relates to : (a) a Reportable Transaction that is an entry into of an arrangement that is a Derivative, in which case the notation must be "new"; (b) a Reportable Transaction that is a modification of an arrangement that is a Derivative, in which case the notation must be "modify"; (c) a Reportable Transaction that is a termination of an arrangement that is a Derivative, in which case the notation must be "cancel"; or (d) a compression of a Derivative, in which case the notation must be "compression". For the purposes of subrule 2.2.2(1), a notation to indicate whether the change relates to: (a) a cancellation of a report previously made in error, in which case, the notation must be "error"; (b) a change or update to the information referred to in items 30-32 (mark-to-market, mark-to-model, or other valuation) or items 40-44 (collateral), in which case the notation must be "valuation update"; or (c) any other amendments to a report previously made, in which case the notation must be "other".
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="isAccountingHedge" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
If the Reporting Entity is not an Australian ADI, an AFS Licensee, a CS Facility Licensee, an Exempt Foreign Licensee or a Foreign ADI, an indication of whether the Derivative to which the Reportable Transaction relates is entered into by the Reporting Entity for the purpose of managing a financial risk that arises in the ordinary course of business.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="RegulatoryClassification.CSA_2016">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RegulatoryClassification">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="supervisoryBody" type="xsd:token"/>
<xsd:group minOccurs="0" ref="ReportingRoleAndPurpose.model"/>
<xsd:element minOccurs="0" name="interAffiliate" type="xsd:boolean"/>
<xsd:element minOccurs="0" name="actionType" type="ActionType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Describes the type of event to the transaction (e.g., new transaction, modification or cancellation of existing transaction, etc.). TBD: FpML doesn&#8217;t currently define a coding scheme for this value. We anticipate that one will be developed in a future release.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="eventType" type="xsd:token">
<xsd:annotation>
<xsd:documentation>
Indicate whether the transaction resulted from a post-transaction service (e.g. compression, reconciliation, etc.) or from a lifecycle event (e.g. novation, amendment, etc.). TBD: FpML doesn&#8217;t currently define a coding scheme for this value. We anticipate that one will be developed in a future release.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="RegulatoryClassification.EMIR_2015">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RegulatoryClassification">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="supervisoryBody" type="SupervisoryBody.EMIR">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The regulator or other supervisory body the organization is registered with (e.g. ESMA).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="RegulatoryBuyerAndSeller.model"/>
<xsd:sequence>
<xsd:element minOccurs="0" name="tradePartyRelationshipType" type="PartyRelationshipType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="actionType" type="ActionType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="mandatorilyClearable" type="CanonicalBoolean"/>
<xsd:element minOccurs="0" name="exceedsClearingThreshold" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates whether the counterparty exceeds the volume threshold above which trades are required to be cleared.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="reportingPartyClassification" type="EntityClassification">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element>
<xsd:element minOccurs="0" name="counterPartyClassification" type="EntityClassification">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element>
<xsd:element minOccurs="0" name="counterPartyisEEA" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates whether the counterparty is in the European Economic Area
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:group minOccurs="0" ref="ESMALevel3.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="RegulatoryClassification.MAS_2013">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RegulatoryClassification">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="supervisoryBody" type="xsd:token"/>
<xsd:group minOccurs="0" ref="ReportingRoleAndPurpose.model"/>
<xsd:element minOccurs="0" name="interAffiliate" type="xsd:boolean"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="RegulatoryClassification.Other">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RegulatoryClassification">
<xsd:sequence>
<xsd:element name="supervisoryBody" type="SupervisoryBody">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The regulator or other supervisory body the organization is registered with (e.g. SEC).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="RegulatoryBuyerAndSeller.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RegulatoryClassification">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="supervisoryBody" type="xsd:token"/>
<xsd:group minOccurs="0" ref="RegulatoryBuyerAndSeller.model"/>
<xsd:group ref="RelatedPartyAndPerson.model"/>
<xsd:element minOccurs="0" name="tradingObligation" type="RegulatoryTradingObligation"/>
<xsd:annotation>
<xsd:documentation>
Provides classification of the transaction being reported
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RegulatoryClassification">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="supervisoryBody" type="xsd:token"/>
<xsd:group minOccurs="0" ref="RegulatoryBuyerAndSeller.model"/>
<xsd:group ref="RelatedPartyAndPerson.model"/>
<xsd:element minOccurs="0" name="tradingObligation" type="RegulatoryTradingObligation"/>
<xsd:annotation>
<xsd:documentation>
Provides classification of the transaction being reported
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RegulatoryClassification">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="supervisoryBody" type="xsd:token"/>
<xsd:group minOccurs="0" ref="RegulatoryBuyerAndSeller.model"/>
<xsd:group ref="RelatedPartyAndPerson.model"/>
<xsd:element minOccurs="0" name="tradingObligation" type="RegulatoryTradingObligation"/>
<xsd:element minOccurs="0" name="isSecuritiesFinancing" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation>
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:element maxOccurs="unbounded" minOccurs="0" name="tradingWaiver" type="TradingWaiver">
<xsd:annotation>
<xsd:documentation>
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:element minOccurs="0" name="shortSale" type="ShortSale">
<xsd:annotation>
<xsd:documentation>
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:element minOccurs="0" name="isCommodityHedge" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation>
Whether the transaction reduces risk in an objectively measurable way. Only applicable for commodity derivative transactions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RegulatoryClassification">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="supervisoryBody" type="xsd:token"/>
<xsd:group minOccurs="0" ref="RegulatoryBuyerAndSeller.model"/>
<xsd:group ref="RelatedPartyAndPerson.model"/>
<xsd:element minOccurs="0" name="tradingObligation" type="RegulatoryTradingObligation"/>
<xsd:element minOccurs="0" name="isCommodityHedge" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation>
Whether the transaction reduces risk in an objectively measurable way. Only applicable for commodity derivative transactions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="currencyPairClassification" type="CurrencyPairClassification">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element>
<xsd:element minOccurs="0" name="transmissionOfOrder" type="xsd:boolean"/>
<xsd:element minOccurs="0" name="admissionToTrading" type="AdmissionToTrading"/>
<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:documentation xml:lang="en">
DEPRECATED. Use instead the field within credit products: indexReferenceInformation/seniority (RPTWG decision 2017-09)
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RegulatoryClassification">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="supervisoryBody" type="xsd:token"/>
<xsd:group minOccurs="0" ref="RegulatoryBuyerAndSeller.model"/>
<xsd:group ref="RelatedPartyAndPerson.model"/>
<xsd:element minOccurs="0" name="tradingObligation" type="RegulatoryTradingObligation"/>
<xsd:annotation>
<xsd:documentation>
Provides classification of the transaction being reported
</xsd:documentation>
</xsd:annotation>
</xsd:group>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="RegulatoryClassification.Part43_2012">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RegulatoryClassification">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="supervisoryBody" type="xsd:token"/>
<xsd:element minOccurs="0" name="cancellation" type="xsd:boolean"/>
<xsd:element minOccurs="0" name="cleared" type="xsd:token"/>
<xsd:element minOccurs="0" name="executionVenueType" type="ExecutionVenueType"/>
<xsd:element minOccurs="0" name="collateralizationType" type="CollateralizationType"/>
<xsd:element minOccurs="0" name="offMarketPrice" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="largeSizeTrade" type="xsd:boolean"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="RegulatoryClassification.Part43_2019">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RegulatoryClassification">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="supervisoryBody" type="xsd:token"/>
<xsd:element minOccurs="0" name="cancellationOfPublicReporting" type="xsd:boolean"/>
<xsd:element minOccurs="0" name="cleared" type="xsd:token"/>
<xsd:element minOccurs="0" name="endUserException" type="xsd:boolean"/>
<xsd:element minOccurs="0" name="executionVenueType" type="ExecutionVenueType"/>
<xsd:element minOccurs="0" name="collateralizationType" type="CollateralizationType"/>
<xsd:element minOccurs="0" name="offMarketPrice" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="largeSizeTrade" type="xsd:boolean"/>
<xsd:element minOccurs="0" name="clearingService" type="PartyReference"/>
<xsd:element minOccurs="0" name="packageInfo" type="RegReportingPackageInfo"/>
<xsd:element minOccurs="0" name="disseminationTime" type="xsd:dateTime"/>
<xsd:element minOccurs="0" name="disseminationId" type="xsd:token"/>
<xsd:element minOccurs="0" name="originalDisseminationId" type="xsd:token"/>
<xsd:element minOccurs="0" name="postPricedIndicator" type="xsd:boolean"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="RegulatoryClassification.Part45_2012">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RegulatoryClassification">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="supervisoryBody" type="xsd:token"/>
<xsd:group minOccurs="0" ref="RegulatoryBuyerAndSeller.model"/>
<xsd:sequence>
<xsd:element minOccurs="0" name="mandatorilyClearable" type="ReportingBoolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Whether the particular trade type in question is required by this regulator to be cleared.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:sequence>
<xsd:element minOccurs="0" name="endUserException" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element maxOccurs="unbounded" minOccurs="0" name="endUserExceptionReason" type="ClearingExceptionReason">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:sequence>
<xsd:element minOccurs="0" name="endUserExceptionDeclaration" type="EndUserExceptionDeclaration">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:choice>
<xsd:element minOccurs="0" name="largeSizeTrade" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="executionType" type="ExecutionType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used to describe how the trade was executed, e.g. via voice or electronically.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="executionVenueType" type="ExecutionVenueType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="verificationMethod" type="VerificationMethod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="confirmationMethod" type="ConfirmationMethod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="collateralizationType" type="CollateralizationType"/>
<xsd:element minOccurs="0" name="reportingPartyOrganizationType" type="xsd:normalizedString">
<xsd:annotation>
<xsd:documentation xml:lang="en">E.g. SD, MSP, etc.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="counterPartyOrganizationType" type="xsd:normalizedString">
<xsd:annotation>
<xsd:documentation xml:lang="en">E.g. SD, MSP, etc.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="counterPartyIsUsPerson" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">whether the counterparty is a US person</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="intentToAllocate" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the trade is anticipated to be allocated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="allocationStatus" type="AllocationReportingStatus">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="allocationAgent" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the party responsible for executing the allocation for the counterparty
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="multiAssetSwap" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates whether the swap is a multi-asset swap as defined by CFTC Part 45.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="mixedSwap" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates whether the swap is a mixed swap as defined by CFTC Part 45 (i.e. subject to reporting to both CFTC and SEC).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="contractType" type="ProductId">
<xsd:annotation>
<xsd:documentation xml:lang="en">Indicatdes the CFTC Contract type.</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="RegulatoryClassification.Part45_2019">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RegulatoryClassification">
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="supervisoryBody" type="xsd:token"/>
<xsd:group minOccurs="0" ref="RegulatoryBuyerAndSeller.model"/>
<xsd:sequence>
<xsd:element minOccurs="0" name="mandatorilyClearable" type="ReportingBoolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Whether the particular trade type in question is required by this regulator to be cleared.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
<xsd:sequence>
<xsd:choice minOccurs="0">
<xsd:sequence>
<xsd:element minOccurs="0" name="endUserException" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element maxOccurs="unbounded" minOccurs="0" name="endUserExceptionReason" type="ClearingExceptionReason">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:sequence>
<xsd:element minOccurs="0" name="endUserExceptionDeclaration" type="EndUserExceptionDeclaration">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:choice>
<xsd:element minOccurs="0" name="largeSizeTrade" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="executionType" type="ExecutionType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used to describe how the trade was executed, e.g. via voice or electronically.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="executionVenueType" type="ExecutionVenueType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="verificationMethod" type="VerificationMethod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="confirmationMethod" type="ConfirmationMethod">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="collateralizationType" type="CollateralizationType"/>
<xsd:element minOccurs="0" name="reportingPartyOrganizationType" type="xsd:normalizedString">
<xsd:annotation>
<xsd:documentation xml:lang="en">E.g. SD, MSP, etc.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="counterPartyOrganizationType" type="xsd:normalizedString">
<xsd:annotation>
<xsd:documentation xml:lang="en">E.g. SD, MSP, etc.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="counterPartyIsUsPerson" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">whether the counterparty is a US person</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="allocationStatus" type="AllocationReportingStatus">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="clientAccountType" type="TradeCategory">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Specifies whether the reporting party takes a Principal or an Agent role in this trade.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="interAffiliateClearingExemptionParty" type="PartyReference">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies which party is electing the inter-affiliate exmption to the clearing requirement pursuant to section 50.52
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="reportingPartyClearingExemption" type="xsd:token">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the type of clearing exemption that the Counterparty 1 has elected (if not indicated previously). All applicable exceptions and exemption must be selected. The values may be repeacted as applicable. TBD: FpML doesn&#8217;t currently define a coding scheme for this value. We anticipate that one will be developed in a future release.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="counterPartyClearingExemption" type="xsd:token">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the type of clearing exemption that the Counterparty 2 has elected (if not indicated previously). All applicable exceptions and exemption must be selected. The values may be repeacted as applicable. TBD: FpML doesn&#8217;t currently define a coding scheme for this value. We anticipate that one will be developed in a future release.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="collateralTypeAllowed" type="xsd:token">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Identifies the types of collateral that may be posted according to the CSA. TBD: FpML doesn&#8217;t currently define a coding scheme for this value. We anticipate that one will be developed in a future release.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="collateralPortfolioContainsNonReportableComponents" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicator of whether the collateral portfolio includes transactions exempt from reporting.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="packageContainsNonReportableComponents" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicator of whether the package in which this trade was traded includes transactions exempt from reporting.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="specialEntityType" type="xsd:token">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The type of Special entity/utility special entity that is reported by the reporting counterparty as per Section 23.401(c) and Section 1.3 (ggg)(4)(i)(B)(2), respectively. Note that "utility special entity" is a subset of "special entity." TBD: FpML doesn&#8217;t currently define a coding scheme for this value. We anticipate that one will be developed in a future release.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="actionType" type="ActionType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Reports a regulator-specific code for the action associated with this submission. Used, for example, to report the ESMA action type. TBD: FpML doesn&#8217;t currently define a coding scheme for this value. We anticipate that one will be developed in a future release.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="eventType" type="xsd:token">
<xsd:annotation>
<xsd:documentation>
Explanation for the action being take on the transaction. TBD: FpML doesn&#8217;t currently define a coding scheme for this value. We anticipate that one will be developed in a future release.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="tradeExecutionRequirementIndicator" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The data element will indicate if the swap is subject to the trade execution requirement under CEA section 2(h)(8). If the swap is subject to an exemption from CEA section 2(h)(8)(a), this data element shall be populated with the value "False".
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="lastFloatingReferenceResetDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date of the most recent sampling of the floating reference for the purposes of determining cashflow. Ties to "Last Floating Reference Value" field.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="nextFloatingReferenceResetDate" type="xsd:date">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The nearest date in the future that the floating reference resets on
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="RegulatoryClassification.SFTR_2019">
<xsd:annotation>
<xsd:documentation/>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="RegulatoryClassification">
<xsd:sequence>
<xsd:group minOccurs="0" ref="ReportingRoleAndPurpose.model"/>
<xsd:element minOccurs="0" name="reportingLevel" type="ReportingLevel">
<xsd:annotation>
<xsd:documentation xml:lang="en">
An indication whether the report is done at trade or position level.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="actionType" type="ActionType">
<xsd:annotation>
<xsd:documentation xml:lang="en">
SFTR notation to indicate whether the report is New, Modification, Valuation, Collateral update, Error, Correction, Termination / Early Termination or Position component
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="RegulatoryDisclosure">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type that defines a message to be used for reporting non-public information to a regulator, typically via a trade repository or other reporting service. CAVEAT: This new regulatory reporting message set is supported by the FpML Standards Committee, and will be present in future versions of the standard. However, there is no absolute guarantee of backward compatibility with future versions of the standard, until such time as the Standards Committee deems that the message set has been extensively adopted in production. The Standards Committee will attempt to maintain full backward compatibility with this version while adjusting as required to take into account implementation experience with the message set. The Standards Committee advises that the areas where there is more likely to be change include the applicableRegulatiorns section, the regulatorionSpecificInformation section, and the regulatoryProductInformation product, which is developed as part of this reporting framework. Feedback or questions can be addressed to ISDA at rptwgchair@fpml.org.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="AddressedMessage">
<xsd:sequence>
<xsd:element minOccurs="0" name="isCorrection" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Indicates if this message corrects an earlier submission. If true, the recipient is directed to record information about the most recent lifecycle event affecting the trade as a correction of the previous submission, rather than as a new lifecycle event.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<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="asOfDate" type="IdentifiedDate">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The date for which this document reports positions and valuations.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="asOfTime" type="xsd:time">
<xsd:annotation>
<xsd:documentation xml:lang="en">
The time for which this report was generated (i.e., the cut-off time of the report).
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="eventId" type="EventId">
<xsd:annotation>
<xsd:documentation>A unique event identifier.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="eventType" type="EventTaxonomy">
<xsd:annotation>
<xsd:documentation>A structured code indicating the event type.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="eventTimestamps" type="EventTimestamps">
<xsd:annotation>
<xsd:documentation>Various timestamps related to the event.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:group minOccurs="0" ref="ReportingNotionalChange.model"/>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="payment" type="NonNegativePayment">
<xsd:annotation>
<xsd:documentation>Payments in settlement of the event</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="applicableRegulations" type="ApplicableRegulations">
<xsd:annotation>
<xsd:documentation>
All the regulators to which this trade should be reported. Optional, can be infeerred from the list of regulations to which the trade is submitted.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="regulationSpecificInformation" type="RegulationDetails">
<xsd:annotation>
<xsd:documentation>
All the regulations that this trade should be reported under.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="cpmiIoscoCDE" type="RegReporting.CDE">
<xsd:annotation>
<xsd:documentation>
The revised state of the trade or its final state for a lifecycle ending event
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="trade" type="Trade">
<xsd:annotation>
<xsd:documentation>
The revised state of the trade or its final state for a lifecycle ending event
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="quote" type="BasicQuotation">
<xsd:annotation>
<xsd:documentation>Pricing information for the trade.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element maxOccurs="2" minOccurs="0" name="collateralization" type="RegulatoryReportingCollateralization">
<xsd:annotation/>
</xsd:element>
<xsd:element maxOccurs="unbounded" 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:complexType name="RegulatoryReportingAcknowledgement">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining an acknowledgement to a regulatory reporting submission, e.g. regulatoryDisclosure or regulatoryWithdrawal.
</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 minOccurs="0" name="additionalData" type="AdditionalData"/>
<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="RegulatoryReportingException">
<xsd:annotation>
<xsd:documentation xml:lang="en">
A type defining the basic content for a message sent to inform another system that some exception has been detected in a regulatory reporting message.
</xsd:documentation>
</xsd:annotation>
<xsd:complexContent>
<xsd:extension base="Message">
<xsd:sequence>
<xsd:element minOccurs="0" name="header" type="ExceptionMessageHeader">
<xsd:annotation/>
</xsd:element>
<xsd:group ref="Exception.model"/>
</xsd:sequence>
</xsd:extension>
</xsd:complexContent>
</xsd:complexType>
<xsd:complexType name="RegulatoryTradingObligation">
<xsd:annotation/>
<xsd:sequence>
<xsd:element name="tradedOnVenue" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element minOccurs="0" name="exception" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="exceptionDeclaration" type="FacilityExecutionExceptionDeclaration">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:sequence>
</xsd:complexType>
<xsd:complexType name="RegulatoryWithdrawal">
<xsd:annotation>
<xsd:documentation>
A type defining the message used to request withdrawal from one or more jurisdictions.
</xsd:documentation>
</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" name="inapplicableRegulation" type="InapplicableRegulation">
<xsd:annotation>
<xsd:documentation>
Indicates which regulation the trade is to withdrawn from. At least one child element must be selected.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<!-- requested action? ( retain records, purge records ) -->
<xsd:element minOccurs="0" name="withdrawalReason" type="NormalizedString"/>
<xsd:element name="fullyWithdrawn" type="xsd:boolean">
<xsd:annotation>
<xsd:documentation>
Indicates if the trade is now fully withdrawn from all regulatory reports. This can be used by a trade repository to perform a consistency check. For instance, if "fullyWithdrawn" is "true" but the TR believes that the trade is still reportable to at least one regulator, it could report an exception with the identity of that regulator. Or if "fullyWithdrawn" is false but the TR believes that the trade is no longer reportable to any regulator, the TR should report that fact.
</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:group name="ESMALevel3.model">
<xsd:annotation/>
<xsd:sequence>
<xsd:element minOccurs="0" name="contractType" type="ESMAContractType">
<xsd:annotation>
<xsd:documentation>ESMA prodcut classification</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="deliveryType" type="ESMADeliveryType">
<xsd:annotation>
<xsd:documentation>ESMA delivery type</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element minOccurs="0" name="creditDetails" type="ESMACreditDetails"/>
<xsd:element minOccurs="0" name="underlyer" type="ESMAProductUnderlyer"/>
</xsd:sequence>
</xsd:group>
<xsd:group name="RelatedPartyAndPerson.model">
<xsd:annotation/>
<xsd:sequence>
<xsd:element maxOccurs="unbounded" minOccurs="0" name="relatedParty" type="RelatedParty">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:element maxOccurs="unbounded" minOccurs="0" name="relatedPerson" type="RelatedPerson">
<xsd:annotation>
<xsd:documentation xml:lang="en">
Provides information about a person that executed or supports this trade
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:sequence>
</xsd:group>
<xsd:annotation/>
<xsd:sequence>
<xsd:element minOccurs="0" name="reportingRole" type="ReportingRole">
<xsd:annotation>
<xsd:documentation xml:lang="en">
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:sequence>
</xsd:group>
<xsd:annotation>
<xsd:documentation>Non public execution report message.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation>
Acknowledgement message for nonpublicExecutionReport.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="nonpublicExecutionReportException" type="Exception">
<xsd:annotation>
<xsd:documentation>Exception message for nonpublicExecutionReport.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation>Retraction message for nonpublicExecutionReport.</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="regulatoryDisclosure" type="RegulatoryDisclosure">
<xsd:annotation>
<xsd:documentation>
Regulatory disclosure message used for reporting to trade repositories.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used to report that a regulatory reporting message (e.g. regulatory disclosure or withdrawal) was processed successfully, and the status of reporting to any regulators.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:annotation>
<xsd:documentation xml:lang="en">
Used to report that a regulatory reporting message was not processed successfully, and the reasons for that.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
<xsd:element name="regulatoryWithdrawal" type="RegulatoryWithdrawal">
<xsd:annotation>
<xsd:documentation>
Message used to request withdrawal from one or more jurisdictions.
</xsd:documentation>
</xsd:annotation>
</xsd:element>
</xsd:schema>
XML schema documentation generated with FlexDoc/XML 1.12.2 using FlexDoc/XML XSDDoc 2.9.1 template set. All XSD diagrams generated by FlexDoc/XML DiagramKit.