No. Or < XML Tag > Name Multiplicity Type. KDPW system message. General information. Sender message reference. Function of message

Size: px

Start display at page:

Download "No. Or < XML Tag > Name Multiplicity Type. KDPW system message. General information. Sender message reference. Function of message"

Emerald Hines
6 years ago
Views:

1 Message structure: Margin settlement (colr.mrg ) Description: Details of margin settlement. Structure: No. Or < XML Tag > Name Multiplicity 0 KDPWDocument KDPW system message [1..1] KDPWDocument 0.1 colr.mrg Margin settlement [1..1] colr.mrg GnlInf 1.1 SndrMsgRef 1.2 FuncOfMsg 1.3 CreDtTm General information Sender message reference Function of message Creation date and time [1..1] GeneralInformation [1..1] Max16Text [1..1] FunctionOfMessage [0..1] DateAndDateTimeChoice { or Dt Date [1..1] ISODate or } DtTm Date and time [1..1] ISODateTime 1.4 StmtDt Statement date [1..1] ISODate 1.5 RcvrTp Receiver type (payer/member) [1..1] Code4Text 2 CshSttlmStmt Cash settlement statement [1..n] CashSettlementStatement 2.1 PngAgt Paying agent [1..1] CashParty KDPWMmbId KDPW member identifier [1..1] KDPWMemberIdentifier CshAcct IBAN identifier [1..1] IBAN 2.2 Ccy Currency [1..1] CurrencyCode 2.3 OrdrTp Order type [1..1] Code4Text 2.4 CshSttlmSys Cash settlement system [1..1] CashSettlementSystem 2.5 TtlNetBal Total net balance [1..1] BalanceAndSide Bal Balance [1..1] CdtDbtInd Credit/Debit indicator [1..1] CreditDebitCode

2 2.6 MmbCshStmt Member cash settlement statement [1..n] MemberCashSettlementStatement CMmbId TtlMmbNetBal Clearing member identifier Total member net balance [1..1] KDPWMemberIdentifier [1..1] BalanceAndSide Bal Balance [1..1] CdtDbtInd Credit/Debit indicator [1..1] CreditDebitCode Mrgn Margin [0..1] ReqdCshMrgn CurSctyMrgn CurFrgnCcyMrgn Required cash margin Current security margin Current foreign currency margin [0..1] [0..1] [0..1] CshSttlmClnt Cash settlement at client level [0..n] CashSettlementClientLevel OwnrTp Owner type [1..1] Max1Text MmbTp Member type [1..1] Max2Text RprAgrmntId Representation agreement identifier [1..1] Max2Text ClntId NKK code [1..1] Max8Text PrvsCshMrgn PrvsSctyMrgn PrvsFrgnCcyMrgn ReqdCshMrgn CurSctyMrgn CurFrgnCcyMrgn Previous cash margin Previous security margin Previous foreign currency margin Required cash margin Current security margin Current foreign currency margin [1..1] [1..1] [0..1] [1..1] [1..1] [0..1] CshMktSttlmSafAcct Cash market settlement at safekeeping account level [0..n] CashSettlementSafekeepingAccount AcctId Account identifier [1..1] Max16TextCollapse ReqdMrgn Required margin [1..1]

3 DrvtvMktSttlmSafAcct Derivatives market settlement at safekeeping account level [0..n] CashSettlementSafekeepingAccount AcctId Account identifier [1..1] Max16TextCollapse ReqdMrgn Required margin [1..1] Message component : KDPWDocument- KDPW system message (element) Description KDPW system message KDPWDocument <xs:element name="kdpwdocument" type="kdpwdocument" /> - (simple type) Description Derivative of type: xs:decimal Min. value=0 Number of decimal places=2 Number of characters=14 <xs:simple name="" > <xs:restriction base="xs:decimal" > <xs:mininclusive value="0" /> <xs:fractiondigits value="2" /> <xs:totaldigits value="14" /> </xs:simple> AndDate- Currency, amount and date (complex type) Description Currency, amount and date Amt ValDt{0,1} <xs:complex name="anddate" > <xs:element name="amt" type="currencyand" /> <xs:element name="valdt" type="isodate" minoccurs="0" /> </xs:complex> AndDate/Amt- Currency and amount (element)

4 Description Currency and amount CurrencyAnd <xs:element name="amt" type="currencyand" /> AndDate/ValDt- Value date (element) Description Securities valuation date ISODate <xs:element name="valdt" type="isodate" minoccurs="0" /> BalanceAndSide- Balance and side (complex type) Description Balance and side Bal CdtDbtInd <xs:complex name="balanceandside" > <xs:element name="bal" type="" /> <xs:element name="cdtdbtind" type="creditdebitcode" /> </xs:complex> BalanceAndSide/Bal- Balance (element) Description Balance <xs:element name="bal" type="" /> BalanceAndSide/CdtDbtInd- Credit/Debit indicator (element) Description Credit/Debit indicator CreditDebitCode <xs:element name="cdtdbtind" type="creditdebitcode" /> BICIdentifier- BIC identifier (simple type) Description Financial institution BIC identifier xs:pattern=[a-z]{6,6}[a-z2-9][a-np-z0-9]([a-z0-9]{3,3}){0,1} <xs:simple name="bicidentifier" > <xs:pattern value="[a-z]{6,6}[a-z2-9][a-np-z0-9]([a-z0-9]{3,3}){0,1}" /> </xs:simple> BusinessDayState- Business day state (complex type)

5 Description Business day state DayPhs SttlmSsnId{0,1} <xs:complex name="businessdaystate" > <xs:element name="dayphs" type="max1text" /> <xs:element name="sttlmssnid" type="max2int" minoccurs="0" /> </xs:complex> BusinessDayState/DayPhs- Day phase (element) Description Day phase Max1Text <xs:element name="dayphs" type="max1text" /> BusinessDayState/SttlmSsnId- Settlement session identifier (element) Description Settlement session identifier Max2Int <xs:element name="sttlmssnid" type="max2int" minoccurs="0" /> CashParty- Cash party (complex type) Description Cash payment institution KDPWMmbId CshAcct <xs:complex name="cashparty" > <xs:element name="kdpwmmbid" type="kdpwmemberidentifier" /> <xs:element name="cshacct" type="iban" /> </xs:complex> CashParty/KDPWMmbId- KDPW member identifier (element) Description KDPW member identifier KDPWMemberIdentifier <xs:element name="kdpwmmbid" type="kdpwmemberidentifier" /> CashParty/CshAcct- IBAN (element) Description Settlement bank account number IBAN <xs:element name="cshacct" type="iban" />

6 CashSettlementClientLevel- Cash settlement at client level (complex type) Description Cash settlement at client level OwnrTp MmbTp RprAgrmntId ClntId PrvsCshMrgn PrvsSctyMrgn PrvsFrgnCcyMrgn{0,1} ReqdCshMrgn CurSctyMrgn CurFrgnCcyMrgn{0,1} CshMktSttlmSafAcct{0,unbounded} DrvtvMktSttlmSafAcct{0,unbounded} <xs:complex name="cashsettlementclientlevel" > <xs:element name="ownrtp" type="max1text" /> <xs:element name="mmbtp" type="max2text" /> <xs:element name="rpragrmntid" type="max2text" /> <xs:element name="clntid" type="max8text" /> <xs:element name="prvscshmrgn" type="" /> <xs:element name="prvssctymrgn" type="" /> <xs:element name="prvsfrgnccymrgn" type="" minoccurs="0" /> <xs:element name="reqdcshmrgn" type="" /> <xs:element name="cursctymrgn" type="" /> <xs:element name="curfrgnccymrgn" type="" minoccurs="0" /> <xs:element name="cshmktsttlmsafacct" type="cashsettlementsafekeepingaccount" minoccurs="0" maxoccurs="unbounded" /> <xs:element name="drvtvmktsttlmsafacct" type="cashsettlementsafekeepingaccount" minoccurs="0" maxoccurs="unbounded" /> </xs:complex> CashSettlementClientLevel/OwnrTp- Owner type (element) Description Owner type e.g. own securities, securities of client(s), securities account Max1Text <xs:element name="ownrtp" type="max1text" /> CashSettlementClientLevel/MmbTp- Member type (element) Description Member type Max2Text <xs:element name="mmbtp" type="max2text" /> CashSettlementClientLevel/RprAgrmntId- Representation agreement identifier (element) Description Representation agreement identifier

7 Max2Text <xs:element name="rpragrmntid" type="max2text" /> CashSettlementClientLevel/ClntId- NKK code (element) Description NKK code Max8Text <xs:element name="clntid" type="max8text" /> CashSettlementClientLevel/PrvsCshMrgn- Previous cash margin (element) Description Previous cash margin <xs:element name="prvscshmrgn" type="" /> CashSettlementClientLevel/PrvsSctyMrgn- Previous security margin (element) Description Previous security margin <xs:element name="prvssctymrgn" type="" /> CashSettlementClientLevel/PrvsFrgnCcyMrgn- Previous foreign currency margin (element) Description Previous foreign currency margin <xs:element name="prvsfrgnccymrgn" type="" minoccurs="0" /> CashSettlementClientLevel/ReqdCshMrgn- Required cash margin (element) Description Required cash margin <xs:element name="reqdcshmrgn" type="" /> CashSettlementClientLevel/CurSctyMrgn- Current security margin (element) Description Current security margin <xs:element name="cursctymrgn" type="" /> CashSettlementClientLevel/CurFrgnCcyMrgn- Current foreign currency margin (element) Description Current foreign currency margin <xs:element name="curfrgnccymrgn" type="" minoccurs="0" /> CashSettlementClientLevel/CshMktSttlmSafAcct- Cash market settlement at safekeeping account level (element)

8 Description Cash market settlement at safekeeping account level. Required margin includes two components: - margin (liquidation risk); - marking-to-market. CashSettlementSafekeepingAccount <xs:element name="cshmktsttlmsafacct" type="cashsettlementsafekeepingaccount" minoccurs="0" maxoccurs="unbounded" /> CashSettlementClientLevel/DrvtvMktSttlmSafAcct- Derivatives market settlement at safekeeping account level (element) Description Derivatives market settlement at safekeeping account level Required margin includes two components: - margin; - delivery deposit. CashSettlementSafekeepingAccount <xs:element name="drvtvmktsttlmsafacct" type="cashsettlementsafekeepingaccount" minoccurs="0" maxoccurs="unbounded" /> CashSettlementSafekeepingAccount- Cash settlement at safekeeping account level (complex type) Description Cash settlement at safekeeping account level AcctId ReqdMrgn <xs:complex name="cashsettlementsafekeepingaccount" > <xs:element name="acctid" type="max16textcollapse" /> <xs:element name="reqdmrgn" type="" /> </xs:complex> CashSettlementSafekeepingAccount/AcctId- Account identifier (element) Description Account identifier Max16TextCollapse <xs:element name="acctid" type="max16textcollapse" /> CashSettlementSafekeepingAccount/ReqdMrgn- Required margin (element) Description Required margin <xs:element name="reqdmrgn" type="" /> CashSettlementStatement- Cash settlement statement (complex type) Description Cash settlement statement PngAgt Ccy OrdrTp CshSttlmSys TtlNetBal

9 MmbCshStmt{1,unbounded} <xs:complex name="cashsettlementstatement" > <xs:element name="pngagt" type="cashparty" /> <xs:element name="ccy" type="currencycode" /> <xs:element name="ordrtp" type="code4text" /> <xs:element name="cshsttlmsys" type="cashsettlementsystem" /> <xs:element name="ttlnetbal" type="balanceandside" /> <xs:element name="mmbcshstmt" type="membercashsettlementstatement" maxoccurs="unbounded" /> </xs:complex> CashSettlementStatement/PngAgt- Paying agent (element) Description Paying agent CashParty <xs:element name="pngagt" type="cashparty" /> CashSettlementStatement/Ccy- Currency (element) Description Currency CurrencyCode <xs:element name="ccy" type="currencycode" /> CashSettlementStatement/OrdrTp- Order type (element) Description Order type of the settlement bank Code4Text <xs:element name="ordrtp" type="code4text" /> CashSettlementStatement/CshSttlmSys- Cash settlement system (element) Description Cash settlement system. For derivatives, always NETT. CashSettlementSystem <xs:element name="cshsttlmsys" type="cashsettlementsystem" /> CashSettlementStatement/TtlNetBal- Total net balance (element) Description Total net balance BalanceAndSide <xs:element name="ttlnetbal" type="balanceandside" /> CashSettlementStatement/MmbCshStmt- Member cash settlement statement (element) Description Member cash settlement statement MemberCashSettlementStatement

10 <xs:element name="mmbcshstmt" type="membercashsettlementstatement" maxoccurs="unbounded" /> CashSettlementSystem- Cash settlement system (simple type) Description Cash settlement system. The field defines the cash credits and debits netting method. Code Description NETT Multilateral netting BILL Bilateral netting GROS Gross settlement <xs:simple name="cashsettlementsystem" > <xs:enumeration value="nett" /> <xs:enumeration value="bill" /> <xs:enumeration value="gros" /> </xs:simple> Code4Text- Qualifier (simple type) Description Qualifier, code Min. length=4 Max. length=4 <xs:simple name="code4text" > <xs:minlength value="4" /> <xs:maxlength value="4" /> </xs:simple> CreditDebitCode- Credit/Debit code (simple type) Description Credit/Debit code Code CRDT DBIT Description Credit Debit <xs:simple name="creditdebitcode" > <xs:enumeration value="crdt" /> <xs:enumeration value="dbit" /> </xs:simple>

11 CurrencyAnd- Currency and amount (complex type) Description Currency and amount Attributes Derivative of type: Name Description Ccy Currency code CurrencyCode <xs:complex name="currencyand" > <xs:simplecontent> <xs:extension base="" > < xs:attribute name="ccy" type="currencycode" use="required" /> </xs:extension> </xs:simplecontent> </xs:complex> CurrencyCode- Currency code (simple type) Description Currency code xs:pattern=[a-z]{3,3} <xs:simple name="currencycode" > <xs:pattern value="[a-z]{3,3}" /> </xs:simple> DateAndDateTimeChoice- Date and time (complex type) Description Date and time Dt DtTm <xs:complex name="dateanddatetimechoice" > <xs:choice > <xs:element name="dt" type="isodate" /> <xs:element name="dttm" type="isodatetime" /> </xs:choice> </xs:complex> DateAndDateTimeChoice/Dt- Date (element) Description Date ISODate <xs:element name="dt" type="isodate" /> DateAndDateTimeChoice/DtTm- Date and time (element)

12 Description Date and time ISODateTime <xs:element name="dttm" type="isodatetime" /> FunctionOfMessage- Function of message (simple type) Description Function of message Code Description NEWMNew message <xs:simple name="functionofmessage" > <xs:enumeration value="newm" /> </xs:simple> GeneralInformation- General information (complex type) Description General information SndrMsgRef FuncOfMsg CreDtTm{0,1} StmtDt RcvrTp <xs:complex name="generalinformation" > <xs:element name="sndrmsgref" type="max16text" /> <xs:element name="funcofmsg" type="functionofmessage" /> <xs:element name="credttm" type="dateanddatetimechoice" minoccurs="0" /> <xs:element name="stmtdt" type="isodate" /> <xs:element name="rcvrtp" type="code4text" /> </xs:complex> GeneralInformation/SndrMsgRef- Sender message reference (element) Description Sender message reference Max16Text <xs:element name="sndrmsgref" type="max16text" /> GeneralInformation/FuncOfMsg- Function of message (element) Description Function of message FunctionOfMessage <xs:element name="funcofmsg" type="functionofmessage" /> GeneralInformation/CreDtTm- Creation date and time (element)

13 Description Creation date and time DateAndDateTimeChoice <xs:element name="credttm" type="dateanddatetimechoice" minoccurs="0" /> GeneralInformation/StmtDt- Statement date (element) Description Statement date ISODate <xs:element name="stmtdt" type="isodate" /> GeneralInformation/RcvrTp- Receiver type (payer/member) (element) Description Receiver type. Allowed values: MMBR-member; PAYE-payer. Code4Text <xs:element name="rcvrtp" type="code4text" /> IBAN- IBAN identifier (simple type) Description Settlement bank account number Min. length=1 Max. length=28 <xs:simple name="iban" > <xs:minlength value="1" /> <xs:maxlength value="28" /> </xs:simple> ISINIdentifier- ISIN identifier (simple type) Description Financial instrument ISIN identifier Min. length=12 Max. length=12 <xs:simple name="isinidentifier" > <xs:minlength value="12" /> <xs:maxlength value="12" /> </xs:simple> ISODate- Date (simple type)

14 Description Date Derivative of type: xs:date <xs:simple name="isodate" > <xs:restriction base="xs:date" > </xs:simple> ISODateTime- Date and time (simple type) Description Date and time Derivative of type: xs:datetime <xs:simple name="isodatetime" > <xs:restriction base="xs:datetime" > </xs:simple> KDPWDocument- KDPW system message (complex type) Description KDPW system message Attributes Name Description Sndr Sender KDPWMemberIdentifier Rcvr Receiver KDPWMemberIdentifier colr.mrg <xs:complex name="kdpwdocument" > <xs:element name="colr.mrg " type="colr.mrg " /> < xs:attribute name="sndr" type="kdpwmemberidentifier" use="required" /> < xs:attribute name="rcvr" type="kdpwmemberidentifier" use="required" /> </xs:complex> KDPWDocument/colr.mrg Margin settlement (element) Description Margin settlement colr.mrg <xs:element name="colr.mrg " type="colr.mrg " /> KDPWMarketIdentifier- KDPW market identifier (simple type) Description KDPW market identifier Min. length=2 Max. length=2

15 <xs:simple name="kdpwmarketidentifier" > <xs:minlength value="2" /> <xs:maxlength value="2" /> </xs:simple> KDPWMemberIdentifier- KDPW member identifier (simple type) Description KDPW member identifier Min. length=4 Max. length=4 <xs:simple name="kdpwmemberidentifier" > <xs:minlength value="4" /> <xs:maxlength value="4" /> </xs:simple> KDPWSettlementTransaction- KDPW settlement transaction type (simple type) Description KDPW settlement transaction type Min. length=2 Max. length=2 <xs:simple name="kdpwsettlementtransaction" > <xs:minlength value="2" /> <xs:maxlength value="2" /> </xs:simple> Max2Int- Integer (simple type) Description Integer, max. length 2 digits Derivative of type: xs:integer Number of characters=2 Min. value=0

16 <xs:simple name="max2int" > <xs:restriction base="xs:integer" > <xs:totaldigits value="2" /> <xs:mininclusive value="0" /> </xs:simple> Max1Text- Text (simple type) Description Text, length 1 character Min. length=1 Max. length=1 <xs:simple name="max1text" > <xs:minlength value="1" /> <xs:maxlength value="1" /> </xs:simple> Max2Text- Text (simple type) Description Text, max. length 2 characters Min. length=1 Max. length=2 <xs:simple name="max2text" > <xs:minlength value="1" /> <xs:maxlength value="2" /> </xs:simple> Max8Text- Text (simple type) Description Text, max. length 8 characters Min. length=1 Max. length=8 <xs:simple name="max8text" >

17 <xs:minlength value="1" /> <xs:maxlength value="8" /> </xs:simple> Max16Text- Text (simple type) Description Text, max. length 16 characters Min. length=1 Max. length=16 <xs:simple name="max16text" > <xs:minlength value="1" /> <xs:maxlength value="16" /> </xs:simple> Max16TextCollapse- Text (simple type) Description Text, max. length 16 characters Min. length=1 Max. length=16 <xs:simple name="max16textcollapse" > <xs:minlength value="1" /> <xs:maxlength value="16" /> </xs:simple> MemberCashSettlementStatement- Member cash settlement statement (complex type) Description Member cash settlement statement CMmbId TtlMmbNetBal Mrgn{0,1} ReqdCshMrgn{0,1} CurSctyMrgn{0,1} CurFrgnCcyMrgn{0,1} CshSttlmClnt{0,unbounded} <xs:complex name="membercashsettlementstatement" > <xs:element name="cmmbid" type="kdpwmemberidentifier" />

18 <xs:element name="ttlmmbnetbal" type="balanceandside" /> <xs:element name="mrgn" type="" minoccurs="0" /> <xs:element name="reqdcshmrgn" type="" minoccurs="0" /> <xs:element name="cursctymrgn" type="" minoccurs="0" /> <xs:element name="curfrgnccymrgn" type="" minoccurs="0" /> <xs:element name="cshsttlmclnt" type="cashsettlementclientlevel" minoccurs="0" maxoccurs="unbounded" /> </xs:complex> MemberCashSettlementStatement/CMmbId- Clearing member identifier (element) Description Clearing member identifier KDPWMemberIdentifier <xs:element name="cmmbid" type="kdpwmemberidentifier" /> MemberCashSettlementStatement/TtlMmbNetBal- Total member net balance (element) Description Total member net balance BalanceAndSide <xs:element name="ttlmmbnetbal" type="balanceandside" /> MemberCashSettlementStatement/Mrgn- Margin (element) Description Margin. Completed in reports for the clearing member. <xs:element name="mrgn" type="" minoccurs="0" /> MemberCashSettlementStatement/ReqdCshMrgn- Required cash margin (element) Description Required cash margin. Completed in reports for the clearing member. <xs:element name="reqdcshmrgn" type="" minoccurs="0" /> MemberCashSettlementStatement/CurSctyMrgn- Current security margin (element) Description Current security margin. Completed in reports for the clearing member. <xs:element name="cursctymrgn" type="" minoccurs="0" /> MemberCashSettlementStatement/CurFrgnCcyMrgn- Current foreign currency margin (element) Description Current foreign currency margin <xs:element name="curfrgnccymrgn" type="" minoccurs="0" /> MemberCashSettlementStatement/CshSttlmClnt- Cash settlement at client level (element) Description Cash settlement at client level

19 CashSettlementClientLevel <xs:element name="cshsttlmclnt" type="cashsettlementclientlevel" minoccurs="0" maxoccurs="unbounded" /> YesNoIndicator- Yes/No indicator (simple type) Description Yes/No indicator Code Description Y N True (Yes) False (No) <xs:simple name="yesnoindicator" > <xs:enumeration value="y" /> <xs:enumeration value="n" /> </xs:simple> colr.mrg Margin settlement (complex type) Description Margin settlement GnlInf CshSttlmStmt{1,unbounded} <xs:complex name="colr.mrg " > <xs:element name="gnlinf" type="generalinformation" /> <xs:element name="cshsttlmstmt" type="cashsettlementstatement" maxoccurs="unbounded" /> </xs:complex> colr.mrg /gnlinf- General information (element) Description General information GeneralInformation <xs:element name="gnlinf" type="generalinformation" /> colr.mrg /cshsttlmstmt- Cash settlement statement (element) Description Cash settlement statement CashSettlementStatement <xs:element name="cshsttlmstmt" type="cashsettlementstatement" maxoccurs="unbounded" />

Message structure: Payment limit status (colr.mrl ) Description: Structure: Message component elements:

Message structure: Payment limit status (colr.mrl.002.01) Description: Message used to set, request the status of, or cancel a payment limit for a clearing member, sent by the payer agent. Message used