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.
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A copy of this license is available at http://www.fpml.org/license/license.html
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18 Message Examples
18.1 Example 100 - Non-Public Execution Report, New Trade
18.2 Example 100a - Acknowledgement of new trade report
18.3 Example 101 - Non-Public Execution Report, New Trade Correction
18.4 Example 102 - Non-Public Execution Report, Retraction
18.5 Example 103 - Non-Public Execution Report, New trade allocated
18.6 Example 104 - Non-Public Execution Report, NFA issuer ID
18.7 Example 105 - Non-Public Execution Report, CFTC issuer ID
18.8 Example 110 - Non-Public Execution Report, Amendment
18.9 Example 111 - Non-Public Execution Report, Increase
18.10 Example 112 - Non-Public Execution Report, Partial Termination
18.11 Example 113 - Non-Public Execution Report, Novation (from transferor)
18.12 Example 114 - Non-Public Execution Report, Novation Retracted
18.13 Example 120 - Non-Public Execution Report, Trade from SEF
18.14 Example 130 - Non-Public Execution Report, Partial Termination (Cross-currency)
18.15 Example 131 - Non-Public Execution Report, Partial Termination (Cross-currency Swap)
18.16 Example 132 - Non-Public Execution Report, Partial Termination (Multi-currency Generic Product)
18.17 Example 140 - Non-Public Execution Report, New Trade for ESMA requirements
18.18 Example 190 - Non-Public Execution Report, withdrawal from reporting.
18.19 Example 200 - Non-Public Execution Report, timestamps
18.20 Example 201 - Non-Public Execution Report, timestamps from SDR
18.21 Example 210 - Non-Public Execution Report, people and units
18.22 Example 211 - Non-Public Execution Report end user exception
18.23 Example 300 - SDR valuations
18.24 Example 301 - SDR valuations retracted
18.25 Example 400 - Credit Event Notice
18.26 Example 410 - ESMA collateral portfolio valuation
18.27 Example 500 - Verification notification disputed
19 Product Examples
19.1 Example 1 - Non-public Execution Report of Vanilla IR Swap in Recordkeeping View
19.2 Example 2 - Data Document Holding Vanilla IR Swap in Recordkeeping View
19.3 Example 51 - Generic product with an attached PDF confirm
19.4 Example 52 - Generic rates product
19.5 Example 53 - Generic equity product
19.6 Example 54 - Generic credit product
19.7 Example 55 - Generic FX product
19.8 Example 56 - Generic commodity product
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.
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.
File: record_ex100a_new_trade_ack.xml
A message returned by a Swap Data Repository acknowledging receipt of a non-public execution report.
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.
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).
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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).
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).
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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