|
| tag |
Document
|
| type |
Document |
| path: |
/Document[1..1] |
| X-path: |
/Document |
| mode: |
|
| minOccurs |
1 |
| maxOccurs |
1 |
| Elements: |
|
|
Document [Sequence] |
|
FinInstrmRptgRefDataIndxRpt |
|
|
|
| tag |
FinInstrmRptgRefDataIndxRpt
|
| type |
FinancialInstrumentReportingReferenceDataIndexReportV01 |
| fullName |
FinancialInstrumentReportingReferenceDataIndexReportV01 |
| path: |
/Document[1..1]/FinInstrmRptgRefDataIndxRpt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataIndxRpt |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Message Definition |
This FinancialInstrumentReportingReferenceDataIndexReport message is sent by National
Competent Authorities to express an interest in receiving data on European indices.
|
| Building Block: |
|
|
Name |
ReportHeader |
|
Definition |
Header information related to the global report, common to all reference data. |
| Building Block: |
|
|
Name |
IndexData |
|
Definition |
Details of specific financial instruments a National Competent Authority wishes to
express an interest in receiving transaction reports on.
|
| Building Block: |
|
|
Name |
SupplementaryData |
|
Definition |
Additional information that can not be captured in the structured fields and/or any
other specific block.
|
|
FinInstrmRptgRefDataIndxRpt
|
| tag |
RptHdr
|
| type |
SecuritiesMarketReportHeader1 |
| path: |
/Document[1..1]/FinInstrmRptgRefDataIndxRpt[1..1]/RptHdr[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataIndxRpt/RptHdr |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Type Definition |
Provides the securities market transaction report related header details.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataIndxRpt/RptHdr [Sequence] |
|
RptgNtty |
Reporting Entity |
|
RptgPrd |
Reporting Period |
|
SubmissnDtTm |
Submission Date Time |
|
FinInstrmRptgRefDataIndxRpt
+RptHdr
|
| tag |
RptgNtty
|
| type |
TradingVenueIdentification1Choice |
| fullName |
ReportingEntity |
| path: |
/Document[1..1]/FinInstrmRptgRefDataIndxRpt[1..1]/RptHdr[1..1]/RptgNtty[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataIndxRpt/RptHdr/RptgNtty |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Reporting Entity
|
|
ISO Element Definition |
Identification of the venue which generates the report.
|
|
ISO Type Definition |
Trade venue related fields.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataIndxRpt/RptHdr/RptgNtty [Choice] |
|
MktIdCd |
Market Identification Code |
|
NtlCmptntAuthrty |
National Competent Authority |
|
Othr |
Other |
| Constraint: |
|
|
Name |
ValidMICRule |
|
Definition |
Market Identification code must be an active market at the time of reporting. |
|
FinInstrmRptgRefDataIndxRpt
+RptHdr
++RptgNtty
|
| tag |
MktIdCd
|
| type |
MICIdentifier |
| fullName |
MarketIdentificationCode |
| path: |
/Document[1..1]/FinInstrmRptgRefDataIndxRpt[1..1]/RptHdr[1..1]/RptgNtty[1..1]/MktIdCd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataIndxRpt/RptHdr/RptgNtty/MktIdCd |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Pattern: |
[A-Z0-9]{4,4} |
| Documentation: |
|
|
ISO Element Name |
Market Identification Code
|
|
ISO Type Definition |
Market Identifier Code. The identification of a financial market, as stipulated in
the norm ISO 10383 'Codes for exchanges and market identifications'.
|
|
FinInstrmRptgRefDataIndxRpt
+RptHdr
++RptgNtty
|
| tag |
NtlCmptntAuthrty
|
| type |
CountryCode |
| fullName |
NationalCompetentAuthority |
| path: |
/Document[1..1]/FinInstrmRptgRefDataIndxRpt[1..1]/RptHdr[1..1]/RptgNtty[1..1]/NtlCmptntAuthrty[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataIndxRpt/RptHdr/RptgNtty/NtlCmptntAuthrty |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{2,2} |
| Documentation: |
|
|
ISO Element Name |
National Competent Authority
|
|
ISO Type Definition |
Code to identify a country, a dependency, or another area of particular geopolitical
interest, on the basis of country names obtained from the United Nations (ISO 3166,
Alpha-2 code).
|
| Constraint: |
|
|
Name |
Country |
|
Definition |
The code is checked against the list of country names obtained from the United Nations
(ISO 3166, Alpha-2 code).
|
|
FinInstrmRptgRefDataIndxRpt
+RptHdr
++RptgNtty
|
| tag |
Othr
|
| type |
TradingVenueIdentification2 |
| fullName |
Other |
| path: |
/Document[1..1]/FinInstrmRptgRefDataIndxRpt[1..1]/RptHdr[1..1]/RptgNtty[1..1]/Othr[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataIndxRpt/RptHdr/RptgNtty/Othr |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Other
|
|
ISO Type Definition |
Trading venue related fields.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataIndxRpt/RptHdr/RptgNtty/Othr [Sequence] |
|
Id |
Identification |
|
Tp |
Type |
|
FinInstrmRptgRefDataIndxRpt
+RptHdr
++RptgNtty
+++Othr
|
| tag |
Id
|
| type |
Max50Text |
| fullName |
Identification |
| path: |
/Document[1..1]/FinInstrmRptgRefDataIndxRpt[1..1]/RptHdr[1..1]/RptgNtty[1..1]/Othr[1..1]/Id[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataIndxRpt/RptHdr/RptgNtty/Othr/Id |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| minLength |
1 |
| maxLength |
50 |
| Documentation: |
|
|
ISO Element Name |
Identification
|
|
ISO Element Definition |
Identification field of the submitting entity.
|
|
FinInstrmRptgRefDataIndxRpt
+RptHdr
++RptgNtty
+++Othr
|
| tag |
Tp
|
| type |
TradingVenue2Code |
| fullName |
Type |
| path: |
/Document[1..1]/FinInstrmRptgRefDataIndxRpt[1..1]/RptHdr[1..1]/RptgNtty[1..1]/Othr[1..1]/Tp[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataIndxRpt/RptHdr/RptgNtty/Othr/Tp |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
APPA |
| Definition |
Person authorised under the provisions established in the regulation to provide the
service of publishing trade reports on behalf of investment firms.
|
| Name |
ApprovedPublicationArrangement |
| ISO Definition |
Person authorised under the provisions established in the regulation to provide the
service of publishing trade reports on behalf of investment firms.
|
| ISO Name |
ApprovedPublicationArrangement |
|
|
CTPS |
| Definition |
Provider which will consolidate post-trade information into a continuous electronic
data stream and make it publicly available as close to real time as technologically
possible on a reasonable commercial basis and free of charge after 15 minutes.
|
| Name |
ConsolidatedTapeProvider |
| ISO Definition |
Provider which will consolidate post-trade information into a continuous electronic
data stream and make it publicly available as close to real time as technologically
possible on a reasonable commercial basis and free of charge after 15 minutes.
|
| ISO Name |
ConsolidatedTapeProvider |
|
| Documentation: |
|
|
ISO Element Name |
Type
|
|
ISO Element Definition |
Code list of venues to populate free form text identification.
|
|
ISO Type Definition |
Specifies the type of a trading venue which can submit the report.
|
|
FinInstrmRptgRefDataIndxRpt
+RptHdr
|
| tag |
RptgPrd
|
| type |
Period4Choice |
| fullName |
ReportingPeriod |
| path: |
/Document[1..1]/FinInstrmRptgRefDataIndxRpt[1..1]/RptHdr[1..1]/RptgPrd[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataIndxRpt/RptHdr/RptgPrd |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Reporting Period
|
|
ISO Element Definition |
Date or date range the report relates to.
|
|
ISO Type Definition |
Choice between date and date-time for the specification of a period.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataIndxRpt/RptHdr/RptgPrd [Choice] |
|
Dt |
Date |
|
FrDt |
From Date |
|
ToDt |
To Date |
|
FrDtToDt |
From Date To Date |
|
FinInstrmRptgRefDataIndxRpt
+RptHdr
++RptgPrd
|
| tag |
Dt
|
| type |
ISODate |
| fullName |
Date |
| path: |
/Document[1..1]/FinInstrmRptgRefDataIndxRpt[1..1]/RptHdr[1..1]/RptgPrd[1..1]/Dt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataIndxRpt/RptHdr/RptgPrd/Dt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Date
|
|
FinInstrmRptgRefDataIndxRpt
+RptHdr
++RptgPrd
|
| tag |
FrDt
|
| type |
ISODate |
| fullName |
FromDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataIndxRpt[1..1]/RptHdr[1..1]/RptgPrd[1..1]/FrDt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataIndxRpt/RptHdr/RptgPrd/FrDt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
From Date
|
|
FinInstrmRptgRefDataIndxRpt
+RptHdr
++RptgPrd
|
| tag |
ToDt
|
| type |
ISODate |
| fullName |
ToDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataIndxRpt[1..1]/RptHdr[1..1]/RptgPrd[1..1]/ToDt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataIndxRpt/RptHdr/RptgPrd/ToDt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
To Date
|
|
FinInstrmRptgRefDataIndxRpt
+RptHdr
++RptgPrd
|
| tag |
FrDtToDt
|
| type |
Period2 |
| fullName |
FromDateToDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataIndxRpt[1..1]/RptHdr[1..1]/RptgPrd[1..1]/FrDtToDt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataIndxRpt/RptHdr/RptgPrd/FrDtToDt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
From Date To Date
|
|
ISO Type Definition |
Time span defined by a start date and time, and an end date and time.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataIndxRpt/RptHdr/RptgPrd/FrDtToDt [Sequence] |
|
FrDt |
From Date |
|
ToDt |
To Date |
|
FinInstrmRptgRefDataIndxRpt
+RptHdr
++RptgPrd
+++FrDtToDt
|
| tag |
FrDt
|
| type |
ISODate |
| fullName |
FromDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataIndxRpt[1..1]/RptHdr[1..1]/RptgPrd[1..1]/FrDtToDt[1..1]/FrDt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataIndxRpt/RptHdr/RptgPrd/FrDtToDt/FrDt |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
From Date
|
|
ISO Element Definition |
Date and time at which the range starts.
|
|
FinInstrmRptgRefDataIndxRpt
+RptHdr
++RptgPrd
+++FrDtToDt
|
| tag |
ToDt
|
| type |
ISODate |
| fullName |
ToDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataIndxRpt[1..1]/RptHdr[1..1]/RptgPrd[1..1]/FrDtToDt[1..1]/ToDt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataIndxRpt/RptHdr/RptgPrd/FrDtToDt/ToDt |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
To Date
|
|
ISO Element Definition |
Date and time at which the range ends.
|
|
FinInstrmRptgRefDataIndxRpt
+RptHdr
|
| tag |
SubmissnDtTm
|
| type |
ISODateTime |
| fullName |
SubmissionDateTime |
| path: |
/Document[1..1]/FinInstrmRptgRefDataIndxRpt[1..1]/RptHdr[1..1]/SubmissnDtTm[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataIndxRpt/RptHdr/SubmissnDtTm |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Submission Date Time
|
|
ISO Element Definition |
Date and time of the report originally submitted by the reporting entity when the
file is generated for submission to their reporting authority.
|
|
FinInstrmRptgRefDataIndxRpt
|
| tag |
IndxData
|
| type |
SecuritiesIndexReport1 |
| path: |
/Document[1..1]/FinInstrmRptgRefDataIndxRpt[1..1]/IndxData[1..unbounded] |
| X-path: |
/Document/FinInstrmRptgRefDataIndxRpt/IndxData |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
unbounded |
| Documentation: |
|
|
ISO Type Definition |
Provides details on the securities index request operations for national competent
authorities.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataIndxRpt/IndxData [Sequence] |
|
TechRcrdId |
Technical Record Identification |
|
RqstngNtty |
Requesting Entity |
|
Indx |
Index |
|
VldtyPrd |
Validity Period |
|
FinInstrmRptgRefDataIndxRpt
+IndxData
|
| tag |
TechRcrdId
|
| type |
Max35Text |
| fullName |
TechnicalRecordIdentification |
| path: |
/Document[1..1]/FinInstrmRptgRefDataIndxRpt[1..1]/IndxData[1..unbounded]/TechRcrdId[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataIndxRpt/IndxData/TechRcrdId |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| minLength |
1 |
| maxLength |
35 |
| Documentation: |
|
|
ISO Element Name |
Technical Record Identification
|
|
ISO Element Definition |
Unique identifier of a record in a message used as part of error management and feedback
messages.
|
|
ISO Element Usage |
This identification will be used in the status advice sent back.
|
|
FinInstrmRptgRefDataIndxRpt
+IndxData
|
| tag |
RqstngNtty
|
| type |
CountryCode |
| fullName |
RequestingEntity |
| path: |
/Document[1..1]/FinInstrmRptgRefDataIndxRpt[1..1]/IndxData[1..unbounded]/RqstngNtty[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataIndxRpt/IndxData/RqstngNtty |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{2,2} |
| Documentation: |
|
|
ISO Element Name |
Requesting Entity
|
|
ISO Element Definition |
Country code of the entity that wishes to express an interest in receiving transaction
reports for the requested indexes.
|
|
ISO Type Definition |
Code to identify a country, a dependency, or another area of particular geopolitical
interest, on the basis of country names obtained from the United Nations (ISO 3166,
Alpha-2 code).
|
| Constraint: |
|
|
Name |
Country |
|
Definition |
The code is checked against the list of country names obtained from the United Nations
(ISO 3166, Alpha-2 code).
|
|
FinInstrmRptgRefDataIndxRpt
+IndxData
|
| tag |
Indx
|
| type |
FinancialInstrument46Choice |
| fullName |
Index |
| path: |
/Document[1..1]/FinInstrmRptgRefDataIndxRpt[1..1]/IndxData[1..unbounded]/Indx[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataIndxRpt/IndxData/Indx |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Index
|
|
ISO Element Definition |
Details the index that is being requested.
|
|
ISO Type Definition |
Specifies underlying instruments or index a derivative has.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataIndxRpt/IndxData/Indx [Choice] |
|
ISIN |
ISIN |
|
Indx |
Index |
| Constraint: |
|
|
Name |
ValidISINRule |
|
Definition |
ISIN code must pass checksum validation. |
|
FinInstrmRptgRefDataIndxRpt
+IndxData
++Indx
|
| tag |
ISIN
|
| type |
ISINOct2015Identifier |
| fullName |
ISIN |
| path: |
/Document[1..1]/FinInstrmRptgRefDataIndxRpt[1..1]/IndxData[1..unbounded]/Indx[1..1]/ISIN[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataIndxRpt/IndxData/Indx/ISIN |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Pattern: |
[A-Z]{2,2}[A-Z0-9]{9,9}[0-9]{1,1} |
| Documentation: |
|
|
ISO Element Name |
ISIN
|
|
ISO Type Definition |
International Securities Identification Number (ISIN). A numbering system designed
by the United Nation's International Organisation for Standardisation (ISO). The ISIN
is composed of a 2-character prefix representing the country of issue, followed by
the national security number (if one exists), and a check digit. Each country has
a national numbering agency that assigns ISIN numbers for securities in that country.
|
|
FinInstrmRptgRefDataIndxRpt
+IndxData
++Indx
|
| tag |
Indx
|
| type |
BenchmarkCurveName2Code |
| fullName |
Index |
| path: |
/Document[1..1]/FinInstrmRptgRefDataIndxRpt[1..1]/IndxData[1..unbounded]/Indx[1..1]/Indx[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataIndxRpt/IndxData/Indx/Indx |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Enumeration: |
|
WIBO |
| Definition |
Warsaw Interbank Offered Rate. |
| Name |
WIBOR |
| ISO Definition |
Warsaw Interbank Offered Rate. |
| ISO Name |
WIBOR |
|
|
TREA |
| Definition |
Treasury benchmark that comes in three types: the yield curve, the par curve, and
the spot curve. All curves also have a constituent time series.
|
| Name |
Treasury |
| ISO Definition |
Treasury benchmark that comes in three types: the yield curve, the par curve, and
the spot curve. All curves also have a constituent time series.
|
| ISO Name |
Treasury |
|
|
TIBO |
| Definition |
Tokyo Interbank Offered Rate. |
| Name |
TIBOR |
| ISO Definition |
Tokyo Interbank Offered Rate. |
| ISO Name |
TIBOR |
|
|
TLBO |
| Definition |
Tel Aviv Interbank Offered Rate. |
| Name |
TELBOR |
| ISO Definition |
Tel Aviv Interbank Offered Rate. |
| ISO Name |
TELBOR |
|
|
SWAP |
| Definition |
In curve construction, Swap is the long portion of the curve constituting about 3
years to 30 years term.
The exchange of one security, currency or interest rate for another to change the
maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives
have changed.
|
| Name |
SWAP |
| ISO Definition |
In curve construction, Swap is the long portion of the curve constituting about 3
years to 30 years term.
The exchange of one security, currency or interest rate for another to change the
maturity (bonds), or quality of issues (stocks or bonds), or because investment objectives
have changed.
|
| ISO Name |
SWAP |
|
|
STBO |
| Definition |
Stockholm Interbank Offered Rate. |
| Name |
STIBOR |
| ISO Definition |
Stockholm Interbank Offered Rate. |
| ISO Name |
STIBOR |
|
|
PRBO |
| Definition |
Czech Fixing of Interest Rates on Interbank Deposits. |
| Name |
PRIBOR |
| ISO Definition |
Czech Fixing of Interest Rates on Interbank Deposits. |
| ISO Name |
PRIBOR |
|
|
PFAN |
| Definition |
Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans
or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities
in significant ways. The most important difference is that Pfandbriefe carry no pre-payment
risk since they remain on the balance sheet of the issuing institution. Therefore,
their spreads over sovereign bonds are attributable to liquidity and credit quality
alone. New indices have been created and existing indices have been modified in response
to the growing importance of the Pfandbriefe market. The Deutsche Borse has three
synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference
for credit as well as mortgage market.
|
| Name |
Pfandbriefe |
| ISO Definition |
Pfandbriefe security is a collateralised bullet bond backed by either mortgage loans
or loans to the public sector. Pfandbriefe differ from traditional asset-backed securities
in significant ways. The most important difference is that Pfandbriefe carry no pre-payment
risk since they remain on the balance sheet of the issuing institution. Therefore,
their spreads over sovereign bonds are attributable to liquidity and credit quality
alone. New indices have been created and existing indices have been modified in response
to the growing importance of the Pfandbriefe market. The Deutsche Borse has three
synthetic indices called REX, JEX, and PEX. The Pfandbriefe curve is used as a reference
for credit as well as mortgage market.
|
| ISO Name |
Pfandbriefe |
|
|
NIBO |
| Definition |
Norwegian Interbank Offered Rate. |
| Name |
NIBOR |
| ISO Definition |
Norwegian Interbank Offered Rate. |
| ISO Name |
NIBOR |
|
|
MAAA |
| Definition |
Benchmark curve used for municipals based on the best credit rating for municipal
market debt.
|
| Name |
MuniAAA |
| ISO Definition |
Benchmark curve used for municipals based on the best credit rating for municipal
market debt.
|
| ISO Name |
MuniAAA |
|
|
MOSP |
| Definition |
Moscow Prime Offered Rate. |
| Name |
MOSPRIM |
| ISO Definition |
Moscow Prime Offered Rate. |
| ISO Name |
MOSPRIM |
|
|
LIBO |
| Definition |
London Interbank Offered Rate, the interest rate that major international banks in
London charge each other for borrowing.
|
| Name |
LIBOR |
| ISO Definition |
London Interbank Offered Rate, the interest rate that major international banks in
London charge each other for borrowing.
|
| ISO Name |
LIBOR |
|
|
LIBI |
| Definition |
Rate at which major international banks are willing to take deposits from one another,
is normally 1/8 percent below LIBOR.
London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international
rate that banks lend to other banks.
|
| Name |
LIBID |
| ISO Definition |
Rate at which major international banks are willing to take deposits from one another,
is normally 1/8 percent below LIBOR.
London InterBank Bid Rate, the rate bid by banks on Eurocurrency deposits; the international
rate that banks lend to other banks.
|
| ISO Name |
LIBID |
|
|
JIBA |
| Definition |
Johannesburg Interbank Agreed Rate. |
| Name |
JIBAR |
| ISO Definition |
Johannesburg Interbank Agreed Rate. |
| ISO Name |
JIBAR |
|
|
ISDA |
| Definition |
Worldwide common reference rate value for fixed interest rate swap rates, as defined
by the International Swaps and Derivatives Association (ISDA).
|
| Name |
ISDAFIX |
| ISO Definition |
Worldwide common reference rate value for fixed interest rate swap rates, as defined
by the International Swaps and Derivatives Association (ISDA).
|
| ISO Name |
ISDAFIX |
|
|
GCFR |
| Definition |
GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral
finance repurchase agreements index.
|
| Name |
GCFRepo |
| ISO Definition |
GCF Repo Index, the Depository Trust & Clearing Corporation (DTCC) general collateral
finance repurchase agreements index.
|
| ISO Name |
GCFRepo |
|
|
FUSW |
| Definition |
Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar
Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures
strip component with the Swaps filling in the points to 10 years and beyond.
|
| Name |
FutureSWAP |
| ISO Definition |
Portion of a synthetic curve that is composed of Eurodollar or Treasury or similar
Futures and Swap rates. The term usually begins at 3 months to 2 years for the futures
strip component with the Swaps filling in the points to 10 years and beyond.
|
| ISO Name |
FutureSWAP |
|
|
EUCH |
| Definition |
Swiss Franc LIBOR rate. |
| Name |
EuroSwiss |
| ISO Definition |
Swiss Franc LIBOR rate. |
| ISO Name |
EuroSwiss |
|
|
EUUS |
| Definition |
Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside
the United States, and thus are not under the jurisdiction of the Federal Reserve.
|
| Name |
EURODOLLAR |
| ISO Definition |
Rate for the eurodollars, time deposits denominated in U.S. dollars at banks outside
the United States, and thus are not under the jurisdiction of the Federal Reserve.
|
| ISO Name |
EURODOLLAR |
|
|
EURI |
| Definition |
Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within
the Euro zone are offered by one prime bank to another prime bank.
|
| Name |
Euribor |
| ISO Definition |
Euro Interbank Offer Rate is the rate at which Euro inter-bank term deposits within
the Euro zone are offered by one prime bank to another prime bank.
|
| ISO Name |
Euribor |
|
|
EONS |
| Definition |
Euro OverNight Index Average swap rate. |
| Name |
EONIASwaps |
| ISO Definition |
Euro OverNight Index Average swap rate. |
| ISO Name |
EONIASwaps |
|
|
EONA |
| Definition |
Euro OverNight Index Average rate. |
| Name |
EONIA |
| ISO Definition |
Euro OverNight Index Average rate. |
| ISO Name |
EONIA |
|
|
CIBO |
| Definition |
Copenhagen Interbank Offered Rate. |
| Name |
CIBOR |
| ISO Definition |
Copenhagen Interbank Offered Rate. |
| ISO Name |
CIBOR |
|
|
CDOR |
| Definition |
Canadian Dollar Offered Rate. |
| Name |
CDOR |
| ISO Definition |
Canadian Dollar Offered Rate. |
| ISO Name |
CDOR |
|
|
BUBO |
| Definition |
Budapest Interbank Offered Rate. |
| Name |
BUBOR |
| ISO Definition |
Budapest Interbank Offered Rate. |
| ISO Name |
BUBOR |
|
|
BBSW |
| Definition |
Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). |
| Name |
BBSW |
| ISO Definition |
Australian Financial Markets Association (AFMA) Bank-Bill Reference Rate (BBSW). |
| ISO Name |
BBSW |
|
| Documentation: |
|
|
ISO Element Name |
Index
|
|
ISO Type Definition |
Specifies a benchmark curve name.
|
|
FinInstrmRptgRefDataIndxRpt
+IndxData
|
| tag |
VldtyPrd
|
| type |
Period4Choice |
| fullName |
ValidityPeriod |
| path: |
/Document[1..1]/FinInstrmRptgRefDataIndxRpt[1..1]/IndxData[1..unbounded]/VldtyPrd[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataIndxRpt/IndxData/VldtyPrd |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Validity Period
|
|
ISO Element Definition |
Date when the national competent authority last expressed its interest in this index.
|
|
ISO Type Definition |
Choice between date and date-time for the specification of a period.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataIndxRpt/IndxData/VldtyPrd [Choice] |
|
Dt |
Date |
|
FrDt |
From Date |
|
ToDt |
To Date |
|
FrDtToDt |
From Date To Date |
|
FinInstrmRptgRefDataIndxRpt
+IndxData
++VldtyPrd
|
| tag |
Dt
|
| type |
ISODate |
| fullName |
Date |
| path: |
/Document[1..1]/FinInstrmRptgRefDataIndxRpt[1..1]/IndxData[1..unbounded]/VldtyPrd[0..1]/Dt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataIndxRpt/IndxData/VldtyPrd/Dt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Date
|
|
FinInstrmRptgRefDataIndxRpt
+IndxData
++VldtyPrd
|
| tag |
FrDt
|
| type |
ISODate |
| fullName |
FromDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataIndxRpt[1..1]/IndxData[1..unbounded]/VldtyPrd[0..1]/FrDt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataIndxRpt/IndxData/VldtyPrd/FrDt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
From Date
|
|
FinInstrmRptgRefDataIndxRpt
+IndxData
++VldtyPrd
|
| tag |
ToDt
|
| type |
ISODate |
| fullName |
ToDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataIndxRpt[1..1]/IndxData[1..unbounded]/VldtyPrd[0..1]/ToDt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataIndxRpt/IndxData/VldtyPrd/ToDt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
To Date
|
|
FinInstrmRptgRefDataIndxRpt
+IndxData
++VldtyPrd
|
| tag |
FrDtToDt
|
| type |
Period2 |
| fullName |
FromDateToDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataIndxRpt[1..1]/IndxData[1..unbounded]/VldtyPrd[0..1]/FrDtToDt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataIndxRpt/IndxData/VldtyPrd/FrDtToDt |
| mode: |
Choice |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
From Date To Date
|
|
ISO Type Definition |
Time span defined by a start date and time, and an end date and time.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataIndxRpt/IndxData/VldtyPrd/FrDtToDt [Sequence] |
|
FrDt |
From Date |
|
ToDt |
To Date |
|
FinInstrmRptgRefDataIndxRpt
+IndxData
++VldtyPrd
+++FrDtToDt
|
| tag |
FrDt
|
| type |
ISODate |
| fullName |
FromDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataIndxRpt[1..1]/IndxData[1..unbounded]/VldtyPrd[0..1]/FrDtToDt[1..1]/FrDt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataIndxRpt/IndxData/VldtyPrd/FrDtToDt/FrDt |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
From Date
|
|
ISO Element Definition |
Date and time at which the range starts.
|
|
FinInstrmRptgRefDataIndxRpt
+IndxData
++VldtyPrd
+++FrDtToDt
|
| tag |
ToDt
|
| type |
ISODate |
| fullName |
ToDate |
| path: |
/Document[1..1]/FinInstrmRptgRefDataIndxRpt[1..1]/IndxData[1..unbounded]/VldtyPrd[0..1]/FrDtToDt[1..1]/ToDt[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataIndxRpt/IndxData/VldtyPrd/FrDtToDt/ToDt |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
To Date
|
|
ISO Element Definition |
Date and time at which the range ends.
|
|
FinInstrmRptgRefDataIndxRpt
|
| tag |
SplmtryData
|
| type |
SupplementaryData1 |
| path: |
/Document[1..1]/FinInstrmRptgRefDataIndxRpt[1..1]/SplmtryData[0..unbounded] |
| X-path: |
/Document/FinInstrmRptgRefDataIndxRpt/SplmtryData |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
unbounded |
| Documentation: |
|
|
ISO Type Definition |
Additional information that can not be captured in the structured fields and/or any
other specific block.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataIndxRpt/SplmtryData [Sequence] |
|
PlcAndNm |
Place And Name |
|
Envlp |
Envelope |
| Constraint: |
|
|
Name |
SupplementaryDataRule |
|
Definition |
This component may not be used without the explicit approval of a SEG and submission
to the RA of ISO 20022 compliant structure(s) to be used in the Envelope element.
|
|
FinInstrmRptgRefDataIndxRpt
+SplmtryData
|
| tag |
PlcAndNm
|
| type |
Max350Text |
| fullName |
PlaceAndName |
| path: |
/Document[1..1]/FinInstrmRptgRefDataIndxRpt[1..1]/SplmtryData[0..unbounded]/PlcAndNm[0..1] |
| X-path: |
/Document/FinInstrmRptgRefDataIndxRpt/SplmtryData/PlcAndNm |
| mode: |
Sequence |
| minOccurs |
0 |
| maxOccurs |
1 |
| minLength |
1 |
| maxLength |
350 |
| Documentation: |
|
|
ISO Element Name |
Place And Name
|
|
ISO Element Definition |
Unambiguous reference to the location where the supplementary data must be inserted
in the message instance.
In the case of XML, this is expressed by a valid XPath.
|
|
FinInstrmRptgRefDataIndxRpt
+SplmtryData
|
| tag |
Envlp
|
| type |
SupplementaryDataEnvelope1 |
| fullName |
Envelope |
| path: |
/Document[1..1]/FinInstrmRptgRefDataIndxRpt[1..1]/SplmtryData[0..unbounded]/Envlp[1..1] |
| X-path: |
/Document/FinInstrmRptgRefDataIndxRpt/SplmtryData/Envlp |
| mode: |
Sequence |
| minOccurs |
1 |
| maxOccurs |
1 |
| Documentation: |
|
|
ISO Element Name |
Envelope
|
|
ISO Element Definition |
Technical element wrapping the supplementary data.
|
|
ISO Type Definition |
Technical component that contains the validated supplementary data information. This
technical envelope allows to segregate the supplementary data information from any
other information.
|
| Elements: |
|
|
Document/FinInstrmRptgRefDataIndxRpt/SplmtryData/Envlp [Sequence] |
|