Message: Trade repository valuation report (trar.ins.002.04)


Trade repository valuation report

KDPWDocument- KDPW_TR system message (element)

Description KDPW_TR system message
Type KDPWDocument
Source <xs:element name="KDPWDocument" type="KDPWDocument" />

ActiveCurrencyAnd20AmountN- ActiveCurrencyAnd20Amount (complex type)

Description A number of monetary units specified in an active currency where the unit of currency is explicit and compliant with ISO 4217.
Type Derived from: ActiveOrHistoricCurrencyAnd20Amount_SimpleType_N
Attributes
Name Description Type
Ccy Currency ActiveCurrencyCode
Source <xs:complexType name="ActiveCurrencyAnd20AmountN" >

   <xs:simpleContent>

     <xs:extension base="ActiveOrHistoricCurrencyAnd20Amount_SimpleType_N" >

      < xs:attribute name="Ccy" type="ActiveCurrencyCode" use="required" />

     </xs:extension>

   </xs:simpleContent>

</xs:complexType>

ActiveOrHistoricCurrencyAnd20Amount_SimpleType_N- (simple type)

Type Derived from: xs:decimal
Format fraction digits=19

no of characters=20

Source <xs:simpleType name="ActiveOrHistoricCurrencyAnd20Amount_SimpleType_N" >

   <xs:restriction base="xs:decimal" >

     <xs:fractionDigits value="19" />

     <xs:totalDigits value="20" />

   </xs:restriction>

</xs:simpleType>

ActiveCurrencyCode- ActiveCurrencyCode (simple type)

Description A code allocated to a currency by a Maintenance Agency under an international identification scheme as described in the latest edition of the international standard ISO 4217 "Codes for the representation of currencies and funds".
Type Derived from: xs:string
Format xs:pattern=[A-Z]{3,3}

Source <xs:simpleType name="ActiveCurrencyCode" >

   <xs:restriction base="xs:string" >

     <xs:pattern value="[A-Z]{3,3}" />

   </xs:restriction>

</xs:simpleType>

Code4Text- Qualifier (simple type)

Description Qualifier
Type Derived from: xs:string
Format Min. length=4

Max. length=4

Source <xs:simpleType name="Code4Text" >

   <xs:restriction base="xs:string" >

     <xs:whiteSpace value="collapse" />

     <xs:minLength value="4" />

     <xs:maxLength value="4" />

   </xs:restriction>

</xs:simpleType>

ContractValuationData_TR_I- ContractValuationData2__1 (complex type)

Description Information related to contract valuation.
Components

RptgCtrPtyId{0,1}

TechUndrlyg

CtrctVal

TmStmp

Tp

Source <xs:complexType name="ContractValuationData_TR_I" >

   <xs:sequence >

     <xs:element name="RptgCtrPtyId" type="LEIIdentifier" minOccurs="0" />

     <xs:element name="TechUndrlyg" type="Max50Text" />

     <xs:element name="CtrctVal" type="ActiveCurrencyAnd20AmountN" />

     <xs:element name="TmStmp" type="ISODateTime" />

     <xs:element name="Tp" type="ValuationType1Code" />

   </xs:sequence>

</xs:complexType>

ContractValuationData_TR_I/RptgCtrPtyId- Identification (element)

Description Unique code identifying the reporting counterparty of the contract.
Type LEIIdentifier
Source <xs:element name="RptgCtrPtyId" type="LEIIdentifier" minOccurs="0" />

ContractValuationData_TR_I/TechUndrlyg- Technical underlying (element)

Description Technical underlying
Type Max50Text
Source <xs:element name="TechUndrlyg" type="Max50Text" />

ContractValuationData_TR_I/CtrctVal- ContractValue (element)

Description Mark to market valuation of the contract, or mark to model valuation where applicable under Article 11(2) of Regulation (EU) No 648/2012. The CCP’s valuation to be used for a cleared trade.
Type ActiveCurrencyAnd20AmountN
Source <xs:element name="CtrctVal" type="ActiveCurrencyAnd20AmountN" />

ContractValuationData_TR_I/TmStmp- TimeStamp (element)

Description Date and time of the last valuation. Usage: For mark-to-market valuation the date and time of publishing of reference prices shall be reported.
Type ISODateTime
Source <xs:element name="TmStmp" type="ISODateTime" />

ContractValuationData_TR_I/Tp- Type (element)

Description Indicate whether valuation was performed mark to market, mark to model or provided by the CCP.
Type ValuationType1Code
Source <xs:element name="Tp" type="ValuationType1Code" />

DateAndDateTimeChoice- Date and time (complex type)

Description Date and time
Components

Dt

DtTm

Source <xs:complexType name="DateAndDateTimeChoice" >

   <xs:sequence >

     <xs:choice >

       <xs:element name="Dt" type="ISODate" />

       <xs:element name="DtTm" type="ISODateTime" />

     </xs:choice>

   </xs:sequence>

</xs:complexType>

DateAndDateTimeChoice/Dt- Date (element)

Description Date
Type ISODate
Source <xs:element name="Dt" type="ISODate" />

DateAndDateTimeChoice/DtTm- Date and time (element)

Description Date and time
Type ISODateTime
Source <xs:element name="DtTm" type="ISODateTime" />

GeneralInformation- General information (complex type)

Description General information
Components

RptgNtty{0,1}

SndrMsgRef

EligDt

DtlsLvl

RepTmStmp

Source <xs:complexType name="GeneralInformation" >

   <xs:sequence >

     <xs:element name="RptgNtty" type="LEIIdentifier" minOccurs="0" />

     <xs:element name="SndrMsgRef" type="Max16Text" />

     <xs:element name="EligDt" type="ISODate" />

     <xs:element name="DtlsLvl" type="Max1Text" />

     <xs:element name="RepTmStmp" type="ISONormalisedDateTime" />

   </xs:sequence>

</xs:complexType>

GeneralInformation/RptgNtty- Report submitting entity ID (element)

Description Report submitting entity ID
Type LEIIdentifier
Source <xs:element name="RptgNtty" type="LEIIdentifier" minOccurs="0" />

GeneralInformation/SndrMsgRef- Sender message reference (element)

Description Sender message reference
Type Max16Text
Source <xs:element name="SndrMsgRef" type="Max16Text" />

GeneralInformation/EligDt- EligibleDate (element)

Description Eligible date
Type ISODate
Source <xs:element name="EligDt" type="ISODate" />

GeneralInformation/DtlsLvl- DetailsLevel (element)

Description Level of the details
Type Max1Text
Source <xs:element name="DtlsLvl" type="Max1Text" />

GeneralInformation/RepTmStmp- ReportingTimestamp (element)

Description Reporting timestamp
Type ISONormalisedDateTime
Source <xs:element name="RepTmStmp" type="ISONormalisedDateTime" />

ISODate- ISODate (simple type)

Description A particular point in the progression of time in a calendar year expressed in the YYYY-MM-DD format. This representation is defined in "XML Schema Part 2: Datatypes Second Edition - W3C Recommendation 28 October 2004" which is aligned with ISO 8601.
Type Derived from: xs:date
Format
Source <xs:simpleType name="ISODate" >

   <xs:restriction base="xs:date" >

   </xs:restriction>

</xs:simpleType>

ISODateTime- ISODateTime (simple type)

Description an ISODateTime
Type Derived from: xs:dateTime
Format
Source <xs:simpleType name="ISODateTime" >

   <xs:restriction base="xs:dateTime" >

   </xs:restriction>

</xs:simpleType>

ISONormalisedDateTime- ISONormalisedDateTime (simple type)

Description an ISODateTime whereby all timezoned dateTime values are UTC.
Type Derived from: xs:dateTime
Format xs:pattern=.*Z

Source <xs:simpleType name="ISONormalisedDateTime" >

   <xs:restriction base="xs:dateTime" >

     <xs:pattern value=".*Z" />

   </xs:restriction>

</xs:simpleType>

KDPWDocument- KDPW_TR system message (complex type)

Description KDPW_TR system message
Attributes
Name Description Type
Sndr Senders KDPW institution code KDPWMemberIdentifier
Rcvr Receivers KDPW institution code KDPWMemberIdentifier
Components

trar.ins.002.04{1,10000}

Source <xs:complexType name="KDPWDocument" >

   <xs:sequence >

     <xs:element name="trar.ins.002.04" type="trar.ins.002.04" maxOccurs="10000" />

   </xs:sequence>

  < xs:attribute name="Sndr" type="KDPWMemberIdentifier" use="required" />

  < xs:attribute name="Rcvr" type="KDPWMemberIdentifier" use="required" />

</xs:complexType>

KDPWDocument/trar.ins.002.04- Trade repository valuation report (element)

Description Trade repository valuation report
Type trar.ins.002.04
Source <xs:element name="trar.ins.002.04" type="trar.ins.002.04" maxOccurs="10000" />

KDPWMemberIdentifier- KDPW institution code (simple type)

Description KDPW institution code
Type Derived from: xs:string
Format Min. length=4

Max. length=4

Source <xs:simpleType name="KDPWMemberIdentifier" >

   <xs:restriction base="xs:string" >

     <xs:whiteSpace value="collapse" />

     <xs:minLength value="4" />

     <xs:maxLength value="4" />

   </xs:restriction>

</xs:simpleType>

LEIIdentifier- LEIIdentifier (simple type)

Description Legal Entity Identifier is a code allocated to a party as described in ISO 17442 "Financial Services - Legal Entity Identifier (LEI)".
Type Derived from: xs:string
Format xs:pattern=[A-Z0-9]{18,18}[0-9]{2,2}

Source <xs:simpleType name="LEIIdentifier" >

   <xs:restriction base="xs:string" >

     <xs:pattern value="[A-Z0-9]{18,18}[0-9]{2,2}" />

   </xs:restriction>

</xs:simpleType>

Max1Text- Max1Text (simple type)

Description Specifies a character string with a maximum length of 1 character.
Type Derived from: xs:string
Format Min. length=1

Max. length=1

Source <xs:simpleType name="Max1Text" >

   <xs:restriction base="xs:string" >

     <xs:minLength value="1" />

     <xs:maxLength value="1" />

   </xs:restriction>

</xs:simpleType>

Max16Text- Max16Text (simple type)

Description Specifies a character string with a maximum length of 16 characters.
Type Derived from: xs:string
Format Min. length=1

Max. length=16

Source <xs:simpleType name="Max16Text" >

   <xs:restriction base="xs:string" >

     <xs:minLength value="1" />

     <xs:maxLength value="16" />

   </xs:restriction>

</xs:simpleType>

Max50Text- Max50Text (simple type)

Description Specifies a character string with a maximum length of 50 characters.
Type Derived from: xs:string
Format Min. length=1

Max. length=50

Source <xs:simpleType name="Max50Text" >

   <xs:restriction base="xs:string" >

     <xs:minLength value="1" />

     <xs:maxLength value="50" />

   </xs:restriction>

</xs:simpleType>

ValuationType1Code- ValuationType1Code (simple type)

Description Specifies the type used for the calculation of the valuation.
Type Derived from: xs:string
Format
Code Description
C CCPValuation
M MarkToMarket
O MarkToModel
Source <xs:simpleType name="ValuationType1Code" >

   <xs:restriction base="xs:string" >

     <xs:enumeration value="C" />

     <xs:enumeration value="M" />

     <xs:enumeration value="O" />

   </xs:restriction>

</xs:simpleType>

trar.ins.002.04- Trade repository valuation report (complex type)

Description Trade repository valuation report
Components

GnlInf

ValtnInf

Source <xs:complexType name="trar.ins.002.04" >

   <xs:sequence >

     <xs:element name="GnlInf" type="GeneralInformation" />

     <xs:element name="ValtnInf" type="ContractValuationData_TR_I" />

   </xs:sequence>

</xs:complexType>

trar.ins.002.04/GnlInf- General information (element)

Description General information
Type GeneralInformation
Source <xs:element name="GnlInf" type="GeneralInformation" />

trar.ins.002.04/ValtnInf- ValuationInformation (element)

Description Valuation information.
Type ContractValuationData_TR_I
Source <xs:element name="ValtnInf" type="ContractValuationData_TR_I" />