# FpML® Financial product Markup Language Recommendation 28 May 2013 (Recordkeeping View)

## Version: 5.5

#### This version: http://www.fpml.org/spec/fpml-5-5-7-rec-1

#### Latest version: http://www.fpml.org/spec/fpml-5-5-7-rec-1

#### Previous version: http://www.fpml.org/spec/fpml-5-5-6-tr-2/

#### Errata for this version: http://www.fpml.org/spec/fpml-5-5-7-rec-1/html/recordkeeping/fpml-5-5-errata.html

Build Number: 7; Document built: Thu 05/16/2013 15:18:17.71

Copyright (c) 1999 - 2013 by International Swaps and Derivatives Association, Inc.

Financial Products Markup Language is subject to the FpML® Public License.

FpML® is a registered trademark of the International Swaps and Derivatives Association, Inc.

A copy of this license is available at http://www.fpml.org/license/license.html

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## Table Of Contents

## 1 Message Examples

This section contains examples of FpML messages for Recordkeeping Reporting. Each example illustrates a different part of the process.

The sample xml documents are available for download from the fpml.org website.

### 1.1 Example 100 - Non-Public Execution Report, New Trade

File: record-ex100-new-trade.xml

A non-public message sent by a reporting party, execution facility, or derivatives clearing organization to a Swap Data Repository reporting on execution of a derivatives transaction.

### 1.2 Example 100a - Acknowledgement of new trade report

File: record_ex100a_new_trade_ack.xml

A message returned by a Swap Data Repository acknowledging receipt of a non-public execution report.

### 1.3 Example 101 - Non-Public Execution Report, New Trade Correction

File: record-ex101-new-trade-correction.xml

A non-public message sent by a reporting party, execution facility, or derivatives clearing organization to a Swap Data Repository correcting a report of execution of a derivatives transaction.

### 1.4 Example 102 - Non-Public Execution Report, Retraction

File: record-ex102-new-trade-retracted.xml

A non-public message sent by a reporting party, execution facility, or derivatives clearing organization to a Swap Data Repository a report of execution of a derivatives transaction (because it was reported in error).

### 1.5 Example 103 - Non-Public Execution Report, New trade allocated

File: record-ex103-new-trade-allocated.xml

A non-public message sent by a bank to a Swap Data Repository reporting an allocation trade based on a previously reported block level trade.

### 1.6 Example 104 - Non-Public Execution Report, NFA issuer ID

File: record-ex104-new-trade-nfa-issuer-id.xml

A non-public message sent by a bank to a Swap Data Repository with a report of execution of a derivatives transaction; this shows a sample CFTC interim counterparty ID (CICI) issuer registration ID assigned by the National Futures Association.

### 1.7 Example 105 - Non-Public Execution Report, CFTC issuer ID

File: record-ex105-new-trade-from-sef-cftc-issuer.xml

A non-public message sent by a SEF to a Swap Data Repository with a report of execution of a derivatives transaction; this shows a sample CFTC interim counterparty ID (CICI) issuer registration ID assigned by the CFTC itself.

### 1.8 Example 110 - Non-Public Execution Report, Amendment

File: record-ex110-amendment.xml

A non-public message sent by a reporting party, execution facility, or derivatives clearing organization to a Swap Data Repository reporting a negotiated amendment to a derivatives transaction.

### 1.9 Example 111 - Non-Public Execution Report, Increase

File: record-ex111-increase.xml

A non-public message sent by a reporting party, execution facility, or derivatives clearing organization to a Swap Data Repository reporting a negotiated increase in size of a derivatives transaction.

### 1.10 Example 112 - Non-Public Execution Report, Partial Termination

File: record-ex112-partial-termination.xml

A non-public message sent by a reporting party, execution facility, or derivatives clearing organization to a Swap Data Repository reporting a negotiated reduction in size of (partial termination of) a derivatives transaction.

### 1.11 Example 113 - Non-Public Execution Report, Novation (from transferor)

File: record-ex113-novation_from-transferor.xml

A non-public message sent by a reporting party, execution facility, or derivatives clearing organization to a Swap Data Repository reporting a novation of a derivatives transaction from the point of view of the transferor.

### 1.12 Example 114 - Non-Public Execution Report, Novation Retracted

File: record-ex114-novation-retracted.xml

A non-public message sent by a reporting party, execution facility, or derivatives clearing organization to a Swap Data Repository retracting a prior non-public report of a novation.

### 1.13 Example 120 - Non-Public Execution Report, Trade from SEF

File: record-ex120-trade-from-sef.xml

A non-public message sent by an execution facility to a Swap Data Repository. This shows some of the surveillance fields that may be populated.

### 1.14 Example 130 - Non-Public Execution Report, Partial Termination (Cross-currency)

File: record-ex130-partial-termination-xccy.xml

A non-public message sent by a reporting party, execution facility, or derivatives clearing organization to a Swap Data Repository reporting a negotiated reduction in size of (partial termination of) a cross currency derivatives transaction.

### 1.15 Example 131 - Non-Public Execution Report, Partial Termination (Cross-currency Swap)

File: record-ex131-partial-termination-xccy-swap.xml

A non-public message sent by a reporting party, execution facility, or derivatives clearing organization to a Swap Data Repository reporting a negotiated reduction in size of (partial termination of) a cross currency swap transaction. (Shows multiple payments reflecting final exchange of principal).

### 1.16 Example 132 - Non-Public Execution Report, Partial Termination (Multi-currency Generic Product)

File: record-ex132-partial-termination-3ccy-generic-product.xml

A non-public message sent by a reporting party, execution facility, or derivatives clearing organization to a Swap Data Repository reporting a negotiated reduction in size of (partial termination of) a 3 currency generic product transaction. (Shows change in 3 notiohnal values).

### 1.17 Example 140 - Non-Public Execution Report, New Trade for ESMA requirements

File: record-ex140-new-trade-esma.xml

A non-public message sent by a reporting party, execution facility, or derivatives clearing organization to a Swap Data Repository reporting a trade including ESMA required fields.

### 1.18 Example 190 - Non-Public Execution Report, withdrawal from reporting.

File: record-ex190-global-cancel-withdraw-from-reporting.xml

A non-public message sent by a reporting party, execution facility, or derivatives clearing organization to a Swap Data Repository requesting that a trade be removed from reporting.

### 1.19 Example 200 - Non-Public Execution Report, timestamps

File: record-ex200-trade-timestamps.xml

A non-public message sent by an execution facility to a Swap Data Repository. This shows some of the timestamp surveillance fields that may be populated.

### 1.20 Example 201 - Non-Public Execution Report, timestamps from SDR

File: record-ex201-trade-timestamps-from-sdr.xml

A non-public message sent by a swaps data repository to a regulator. This shows how some of the timestamp surveillance fields may be populated, showing timestamps from different points of view.

### 1.21 Example 210 - Non-Public Execution Report, people and units

File: record-ex210-trade-people-and-units.xml

A non-public message sent by an execution facility to a Swap Data Repository. This shows some of the surveillance fields describing people (like traders) and organization units (like trading desks) that may be populated.

### 1.22 Example 211 - Non-Public Execution Report end user exception

File: record-ex211-end-user-exception.xml

A non-public message sent by an execution facility to a Swap Data Repository. This shows how to populate the end user exception informaition.

### 1.23 Example 300 - SDR valuations

File: record-ex300-sdr-valuations.xml

A non-public message sent by bank to a Swap Data Repository. This shows how to report trade valuations.

### 1.24 Example 301 - SDR valuations retracted

File: record-ex301-sdr-valuation-retracted.xml

A non-public message sent by bank to a Swap Data Repository. This shows how to retract previously submitted trade valuations.

### 1.25 Example 400 - Credit Event Notice

File: record-ex400--credit-event-notice.xml

A non-public message sent by bank to a Swap Data Repository. This shows how to report that a credit event has affected a trade.

### 1.26 Example 410 - ESMA collateral portfolio valuation

File: record-ex410-esma-collat-portfolio-valuation.xml

A non-public message sent by bank to a Swap Data Repository. This shows how to report the valuation of a collateral portfolio.

### 1.27 Example 500 - Verification notification disputed

File: record-ex500-verification-notification-disputed.xml

A non-public message sent by bank to a Swap Data Repository. This shows how to report a dispute about a position reported to the SDR.

## 2 Product Examples

This section contains examples of FpML messages for non-public execution reporting. Each example illustrates a different product in Recordkeeping view. Most products in recordkeeping view are identical to those in confirmation view, and so at this time separate examples are not provided. Please consult the confirmation view for most detailed examples

### 2.1 Example 1 - Non-public Execution Report of Vanilla IR Swap in Recordkeeping View

File: record-ex01-vanilla-swap.xml

### 2.2 Example 2 - Data Document Holding Vanilla IR Swap in Recordkeeping View

File: record-ex02-vanilla-swap-datadoc.xml

### 2.3 Example 51 - Generic product with an attached PDF confirm

File: record-ex51-generic-product-with-pdf.xml

### 2.4 Example 52 - Generic rates product

File: record-ex52-generic-ir-exotic-option.xml

### 2.5 Example 53 - Generic equity product

File: record-ex53-generic-equity-exotic-option.xml

### 2.6 Example 54 - Generic credit product

File: record-ex54-generic-exotic-cds.xml

### 2.7 Example 55 - Generic FX product

File: record-ex55-generic-exotic-fx.xml

### 2.8 Example 56 - Generic commodity product

File: record-ex56-generic-commodity-exotic-option.xml